scientific article; zbMATH DE number 6982299

zbMath1444.62037arXiv1508.05880MaRDI QIDQ4558144

Cheng Li, Sanvesh Srivastava, David B. Dunson

Publication date: 21 November 2018

Full work available at URL: https://arxiv.org/abs/1508.05880

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

linear programmingoptimal transportationbarycenterWasserstein distancebig dataWasserstein spaceempirical measuresdistributed Bayesian computations

Mathematics Subject Classification ID

Applications of statistics to social sciences (62P25) Bayesian inference (62F15) Linear programming (90C05) Statistical aspects of big data and data science (62R07)

Related Items

Existence and consistency of Wasserstein barycenters, Nonparametric Bayesian Aggregation for Massive Data, Wasserstein Barycenters Are NP-Hard to Compute, Distributed Bayesian Inference in Linear Mixed-Effects Models, An Approach to Incorporate Subsampling Into a Generic Bayesian Hierarchical Model, A GPM-based algorithm for solving regularized Wasserstein barycenter problems in some spaces of probability measures, Greater than the sum of its parts: computationally flexible Bayesian hierarchical modeling, Polynomial-time algorithms for multimarginal optimal transport problems with structure, Multisource Single-Cell Data Integration by MAW Barycenter for Gaussian Mixture Models, Distributed Bayesian inference in massive spatial data, Distributed computation for marginal likelihood based model choice, Unnamed Item, Divide-and-conquer Metropolis-Hastings samplers with matched samples, Divide-and-conquer Bayesian inference in hidden Markov models, Quantum Wasserstein isometries on the qubit state space, Asynchronous and Distributed Data Augmentation for Massive Data Settings, Nonparametric distributed learning under general designs, Approximation of Bayesian models for time-to-event data, Quantitative stability of barycenters in the Wasserstein space, Foundations of Bayesian inference for complex statistical models. Abstracts from the workshop held May 2--8, 2021 (hybrid meeting), Comparing consensus Monte Carlo strategies for distributed Bayesian computation, Comment: A brief survey of the current state of play for Bayesian computation in data science at big-data scale, Simple approximative algorithms for free-support Wasserstein barycenters, Bayesian bootstraps for massive data, Isometric study of Wasserstein spaces – the real line, Barycenters in the Hellinger-Kantorovich space, A Distributed Framework for the Construction of Transport Maps, Entropic-Wasserstein Barycenters: PDE Characterization, Regularity, and CLT, Unnamed Item, Stochastic gradient Langevin dynamics with adaptive drifts, Geometry-Sensitive Ensemble Mean Based on Wasserstein Barycenters: Proof-of-Concept on Cloud Simulations, Robust and Scalable Bayes via a Median of Subset Posterior Measures, Distributed Bayesian matrix factorization with limited communication, Double-parallel Monte Carlo for Bayesian analysis of big data, Stochastic Gradient Markov Chain Monte Carlo

Uses Software

• Gurobi
• KernSmooth
• Stan
• parallelMCMCcombine
• ADVI
• PRMLT

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Variational inference for generalized linear mixed models using partially noncentered parametrizations
• A fixed-point approach to barycenters in Wasserstein space
• Discrete Wasserstein barycenters: optimal transport for discrete data
• Split Hamiltonian Monte Carlo
• Convergence rates of posterior distributions for non iid observations
• Some asymptotic theory for the bootstrap
• Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
• Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels
• Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
• Sampling Constrained Probability Distributions Using Spherical Augmentation
• Variational Bayesian Inference for Parametric and Nonparametric Regression With Missing Data
• Barycenters in the Wasserstein Space
• Streamlined mean field variational Bayes for longitudinal and multilevel data analysis
• Numerical methods for matching for teams and Wasserstein barycenters
• Graphical Models, Exponential Families, and Variational Inference
• Model-Based Clustering, Discriminant Analysis, and Density Estimation
• Robust and Scalable Bayes via a Median of Subset Posterior Measures
• Nonparametric Bayes Modeling of Multivariate Categorical Data
• Fast Moment-Based Estimation for Hierarchical Models
• Simple, scalable and accurate posterior interval estimation
• Logistic Regression With Multiple Random Effects: A Simulation Study of Estimation Methods and Statistical Packages