Auxiliary Gradient-Based Sampling Algorithms

DOI10.1111/rssb.12269zbMath1398.62035arXiv1610.09641OpenAlexW2963004024MaRDI QIDQ4962088

Omiros Papaspiliopoulos, Michalis K. Titsias

Publication date: 30 October 2018

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.09641

zbMATH Keywords

scalabilitymachine learningPeskun orderinglatent Gaussian modelsMarkov chain Monte Carlo samplinggradient-based sampling algorithms

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (8)

Posterior inference for sparse hierarchical non-stationary models ⋮ Non-reversible guided Metropolis kernel ⋮ Scalable inference for a full multivariate stochastic volatility model ⋮ Hamiltonian-Assisted Metropolis Sampling ⋮ Scalable Bayesian computation for crossed and nested hierarchical models ⋮ Bayesian prediction of jumps in large panels of time series data ⋮ Informed Proposals for Local MCMC in Discrete Spaces ⋮ f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models

Uses Software

• Matlab

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