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Speeding Up MCMC by Delayed Acceptance and Data Subsampling

22 July 2015

Papers citing "Speeding Up MCMC by Delayed Acceptance and Data Subsampling"

26 / 26 papers shown

Title
A survey of Monte Carlo methods for noisy and costly densities with application to reinforcement learning and ABC F. Llorente Luca Martino Jesse Read D. Delgado OffRL 165 14 0 03 Jan 2025
Accelerating Multilevel Markov Chain Monte Carlo Using Machine Learning Models Sohail Reddy Hillary R. Fairbanks 55 1 0 18 May 2024
SwISS: A Scalable Markov chain Monte Carlo Divide-and-Conquer Strategy Callum Vyner Christopher Nemeth Chris Sherlock 40 26 0 08 Aug 2022
Computing Bayes: From Then 'Til Now' G. Martin David T. Frazier Christian P. Robert 93 16 0 01 Aug 2022
Accelerating inference for stochastic kinetic models Tom Lowe Andrew Golightly Chris Sherlock 79 5 0 06 Jun 2022
Approximating Bayes in the 21st Century G. Martin David T. Frazier Christian P. Robert 77 26 0 20 Dec 2021
Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes M. Villani M. Quiroz Robert Kohn R. Salomone AI4TS 16 8 0 05 Apr 2021
Randomized Reduced Forward Models for Efficient Metropolis--Hastings MCMC, with Application to Subsurface Fluid Flow and Capacitance Tomography C. Fox Tiangang Cui M. Neumayer 38 3 0 17 Sep 2020
Accelerating sequential Monte Carlo with surrogate likelihoods Joshua J. Bon Anthony Lee Christopher C. Drovandi 81 19 0 08 Sep 2020
Computing Bayes: Bayesian Computation from 1763 to the 21st Century G. Martin David T. Frazier Christian P. Robert 95 17 0 14 Apr 2020
Flexible Bayesian Nonlinear Model Configuration A. Hubin G. Storvik F. Frommlet BDL 66 7 0 05 Mar 2020
Spectral Subsampling MCMC for Stationary Time Series R. Salomone M. Quiroz Robert Kohn M. Villani Minh-Ngoc Tran AI4TS 78 15 0 30 Oct 2019
Forecasting observables with particle filters: Any filter will do! Patrick Leung Catherine S. Forbes G. Martin Brendan P. M. McCabe AI4TS 38 0 0 20 Aug 2019
Scalable Metropolis-Hastings for Exact Bayesian Inference with Large Datasets R. Cornish Paul Vanetti Alexandre Bouchard-Côté George Deligiannidis Arnaud Doucet 109 17 0 28 Jan 2019
New models for symbolic data analysis B. Beranger Huan-xiang Lin Scott A. Sisson 67 25 0 11 Sep 2018
Subsampling MCMC - An introduction for the survey statistician M. Quiroz M. Villani Robert Kohn Minh-Ngoc Tran Khue-Dung Dang 74 23 0 23 Jul 2018
An Annealed Sequential Monte Carlo Method for Bayesian Phylogenetics Liangliang Wang Shijia Wang Alexandre Bouchard-Côté 71 34 0 22 Jun 2018
Accelerating delayed-acceptance Markov chain Monte Carlo algorithms Samuel Wiqvist Umberto Picchini J. Forman Kresten Lindorff-Larsen Wouter Boomsma 38 8 0 15 Jun 2018
Efficient MCMC for Gibbs Random Fields using pre-computation A. Boland Nial Friel Florian Maire 88 19 0 11 Oct 2017
Hamiltonian Monte Carlo with Energy Conserving Subsampling Khue-Dung Dang M. Quiroz Robert Kohn Minh-Ngoc Tran M. Villani 118 62 0 02 Aug 2017
Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance Jordan Franks M. Vihola 89 17 0 29 Jun 2017
Variance bounding of delayed-acceptance kernels Chris Sherlock Anthony Lee 185 4 0 07 Jun 2017
The block-Poisson estimator for optimally tuned exact subsampling MCMC M. Quiroz Minh-Ngoc Tran M. Villani Robert Kohn Khue-Dung Dang 142 27 0 27 Mar 2016
Adaptive, delayed-acceptance MCMC for targets with expensive likelihoods Chris Sherlock Andrew Golightly D. Henderson 112 55 0 01 Sep 2015
Efficiency of delayed-acceptance random walk Metropolis algorithms Chris Sherlock Alexandre Hoang Thiery Andrew Golightly 77 16 0 26 Jun 2015
Speeding Up MCMC by Efficient Data Subsampling M. Quiroz Robert Kohn M. Villani Minh-Ngoc Tran 139 176 0 16 Apr 2014