The block-Poisson estimator for optimally tuned exact subsampling MCMC

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The block-Poisson estimator for optimally tuned exact subsampling MCMC

27 March 2016

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Papers citing "The block-Poisson estimator for optimally tuned exact subsampling MCMC"

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Title
Wasserstein Gaussianization and Efficient Variational Bayes for Robust Bayesian Synthetic Likelihood Nhat-Minh Nguyen Minh-Ngoc Tran Christopher C. Drovandi David J. Nott 31 1 0 24 May 2023
Active sampling: A machine-learning-assisted framework for finite population inference with optimal subsamples Henrik Imberg Xiaomi Yang Carol Flannagan Jonas Bärgman 95 10 0 20 Dec 2022
Poisson-Minibatching for Gibbs Sampling with Convergence Rate Guarantees Ruqi Zhang Christopher De Sa 41 12 0 21 Nov 2019
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
A Statistical Recurrent Stochastic Volatility Model for Stock Markets Trong-Nghia Nguyen Minh-Ngoc Tran David Gunawan Robert Kohn 59 13 0 07 Jun 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
Subsampling Sequential Monte Carlo for Static Bayesian Models David Gunawan Khue-Dung Dang M. Quiroz Robert Kohn Minh-Ngoc Tran 97 49 0 08 May 2018
Parallel Markov Chain Monte Carlo for Bayesian Hierarchical Models with Big Data, in Two Stages Zheng Wei Erin M. Conlon 53 3 0 16 Dec 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 type estimators based on approximate marginal MCMC M. Vihola Jouni Helske Jordan Franks 90 25 0 08 Sep 2016
Pseudo-Marginal Hamiltonian Monte Carlo Johan Alenlöv Arnaud Doucet Fredrik Lindsten 77 22 0 08 Jul 2016