Informed sub-sampling MCMC: approximate Bayesian inference for large datasets

DOI10.1007/s11222-018-9817-3zbMath1430.62059arXiv1706.08327OpenAlexW2963901191WikidataQ129701947 ScholiaQ129701947MaRDI QIDQ2329777

Pierre Alquier, Florian Maire, Nial Friel

Publication date: 18 October 2019

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

Full work available at URL: https://arxiv.org/abs/1706.08327

zbMATH Keywords

Bayesian inferenceapproximate Bayesian computationbig-datanoisy Markov chain Monte Carlo

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Unnamed Item ⋮ An efficient adaptive MCMC algorithm for pseudo-Bayesian quantum tomography ⋮ Subsampling MCMC -- an introduction for the survey statistician ⋮ Unnamed Item ⋮ Model-free global likelihood subsampling for massive data

Uses Software

• abc

Cites Work

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