Comment: A brief survey of the current state of play for Bayesian computation in data science at big-data scale

DOI10.1214/17-BJPS365BzbMath1385.65004arXiv1712.00849OpenAlexW2963802942MaRDI QIDQ1705540

David Draper, Alexander Terenin

Publication date: 16 March 2018

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.00849

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15) Monte Carlo methods (65C05)

Uses Software

• WinBUGS
• JAGS
• Stan
• ImageNet
• HOGWILD
• AlexNet

Cites Work

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• The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data
• The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method
• Parallel global optimization on GPU
• GPU-accelerated Gibbs sampling: a case study of the horseshoe probit model
• The horseshoe estimator for sparse signals

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