Double-parallel Monte Carlo for Bayesian analysis of big data

DOI10.1007/s11222-017-9791-1zbMath1430.62278OpenAlexW2769195552WikidataQ90216058 ScholiaQ90216058MaRDI QIDQ2329746

Jingnan Xue, Faming Liang

Publication date: 18 October 2019

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc6474686

zbMATH Keywords

MCMCdivide-and-combineembarrassingly parallelPop-SAMCsubset posterior aggregation

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Statistical aspects of big data and data science (62R07)

Related Items (6)

Distributed Bayesian Inference in Linear Mixed-Effects Models ⋮ Distributed Bayesian inference in massive spatial data ⋮ Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models ⋮ Divide-and-conquer Bayesian inference in hidden Markov models ⋮ Asynchronous and Distributed Data Augmentation for Massive Data Settings ⋮ Stochastic gradient Langevin dynamics with adaptive drifts

Uses Software

• KernSmooth

Cites Work

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