Comparing consensus Monte Carlo strategies for distributed Bayesian computation

DOI10.1214/17-BJPS365MaRDI QIDQ1705538zbMATH OpenOpenAlexFDO

Authors Steven L. Scott

Publication date 16 March 2018

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

Full work available at URL https://doi.org/10.1214/17-bjps365

zbMATH Keywords

big dataBayesian modelingcloud computing

Mathematics Subject Classification ID

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

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Cites work

• Asymptotic behaviour of the posterior distribution in overfitted mixture models
• Bayesian Variable Selection in Clustering High-Dimensional Data
• Finite mixture models
• Modelling high-dimensional data by mixtures of factor analyzers
• Scalable Bayes via barycenter in Wasserstein space
• Sequential Monte Carlo Methods in Practice
• The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC
• Variational approximations in Bayesian model selection for finite mixture distributions
• Variational inference for Dirichlet process mixtures

Cited in

(14)

• Global Consensus Monte Carlo
• Monte Carlo fusion
• Distributed Bayesian machine learning procedures
• Double-parallel Monte Carlo for Bayesian analysis of big data
• Computational Science - ICCS 2004
• Parallel Markov chain Monte Carlo for Bayesian hierarchical models with big data, in two stages
• Two-stage Metropolis-Hastings for tall data
• Asymptotic properties of parallel Bayesian kernel density estimators
• Divide-and-conquer Metropolis-Hastings samplers with matched samples
• Distributed evolutionary Monte Carlo for Bayesian computing
• Comment: Consensus Monte Carlo using expectation propagation
• Distributed Bayesian posterior voting strategy for massive data
• Distributed computation for marginal likelihood based model choice
• scientific article; zbMATH DE number 7626754 (Why is no real title available?)

Describes a project that uses

Uses Software

• parallelMCMCcombine
• Bigtable

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