Powered embarrassing parallel MCMC sampling in Bayesian inference, a weighted average intuition
From MaRDI portal
Publication:1658367
DOI10.1016/J.CSDA.2017.05.005zbMATH Open1466.62145OpenAlexW2619768869MaRDI QIDQ1658367FDOQ1658367
Authors: S. Li, Geoffrey K. F. Tso, Lufan Long 
Publication date: 14 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2017.05.005
Recommendations
- Parallelizing MCMC sampling via space partitioning
- Parallel MCMC with generalized elliptical slice sampling
- Double-parallel Monte Carlo for Bayesian analysis of big data
- Parallel local approximation MCMC for expensive models
- Parallel Markov chain Monte Carlo for Bayesian hierarchical models with big data, in two stages
Cites Work
- MCMC using Hamiltonian dynamics
- Title not available (Why is that?)
- Markov chains for exploring posterior distributions. (With discussion)
- Handbook of Markov Chain Monte Carlo
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Monte Carlo sampling methods using Markov chains and their applications
- Equation of State Calculations by Fast Computing Machines
- Title not available (Why is that?)
- An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
- Title not available (Why is that?)
- An introduction to MCMC for machine learning
- SIMD parallel MCMC sampling with applications for big-data Bayesian analytics
- GPU accelerated MCMC for modeling terrorist activity
Cited In (2)
This page was built for publication: Powered embarrassing parallel MCMC sampling in Bayesian inference, a weighted average intuition
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1658367)
