The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data
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Publication:144289
DOI10.48550/arXiv.1607.03188zbMath1417.65008arXiv1607.03188OpenAlexW3104370808WikidataQ128371771 ScholiaQ128371771MaRDI QIDQ144289
Gareth Roberts, Joris Bierkens, Paul Fearnhead, Gareth O. Roberts, Joris Bierkens, Paul Fearnhead
Publication date: 11 July 2016
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.03188
exact samplingMCMCsub-samplingpiecewise deterministic Markov processnonreversible Markov processstochastic gradient Langevin dynamics
Bayesian inference (62F15) Continuous-time Markov processes on general state spaces (60J25) Monte Carlo methods (65C05)
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