Subsampling MCMC -- an introduction for the survey statistician

DOI10.1007/s13171-018-0153-7zbMath1425.62020arXiv1807.08409OpenAlexW2891792853MaRDI QIDQ2316968

Minh-Ngoc Tran, Robert Kohn, Matias Quiroz, Khue-Dung Dang, Mattias Villani

Publication date: 7 August 2019

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.08409

zbMATH Keywords

difference estimatorpseudo-marginal MCMCHamiltonian Monte Carlo (HMC)

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (7)

Distributed Bayesian Inference in Linear Mixed-Effects Models ⋮ The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC ⋮ Unnamed Item ⋮ On randomized sketching algorithms and the Tracy-Widom law ⋮ An efficient adaptive MCMC algorithm for pseudo-Bayesian quantum tomography ⋮ Subsampling sequential Monte Carlo for static Bayesian models ⋮ A subsampling approach for Bayesian model selection

Uses Software

• MapReduce
• CODA
• CopulaModel
• NUTS

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