Double-parallel Monte Carlo for Bayesian analysis of big data

DOI10.1007/S11222-017-9791-1MaRDI QIDQ2329746zbMATH OpenOpenAlexDBLPWikidataFDO

Authors 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

divide-and-combineembarrassingly parallelMCMCPop-SAMCsubset posterior aggregation

Mathematics Subject Classification ID

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

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Cited in

(20)

• Powered embarrassing parallel MCMC sampling in Bayesian inference, a weighted average intuition
• Robust and parallel Bayesian model selection
• SIMD parallel MCMC sampling with applications for big-data Bayesian analytics
• Comparing consensus Monte Carlo strategies for distributed Bayesian computation
• Embarrassingly parallel sequential Markov-chain Monte Carlo for large sets of time series
• Parallel inference for big data with the group Bayesian method
• Stochastic gradient Langevin dynamics with adaptive drifts
• Likelihood inflating sampling algorithm
• Parallel Markov chain Monte Carlo for Bayesian hierarchical models with big data, in two stages
• Distributed Bayesian Inference in Linear Mixed-Effects Models
• A one-pass sequential Monte Carlo method for Bayesian analysis of massive datasets
• 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
• Emerging directions in Bayesian computation
• An algorithm for distributed Bayesian inference
• A divide and conquer algorithm of Bayesian density estimation
• Optimizing large-scale educational assessment with a ``divide-and-conquer strategy: fast and efficient distributed Bayesian inference in IRT models
• Two-stage Metropolis-Hastings for tall data

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Uses Software

• KernSmooth

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