Parallel Markov chain Monte Carlo for Bayesian hierarchical models with big data, in two stages
From MaRDI portal
Publication:5034158
DOI10.1080/02664763.2019.1572723OpenAlexW2962817476WikidataQ128452893 ScholiaQ128452893MaRDI QIDQ5034158
Publication date: 24 February 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.05907
Markov chain Monte Carloparallel computingMetropolis-Hastings algorithmbig datatwo stagesBayesian nested hierarchical models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Population Markov chain Monte Carlo
- Asymptotics in statistics. Some basic concepts.
- Comparing consensus Monte Carlo strategies for distributed Bayesian computation
- Inference from iterative simulation using multiple sequences
- Control variates for stochastic gradient MCMC
- Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
- Sampling-Based Approaches to Calculating Marginal Densities
- Asymptotic Statistics
- Adaptive Rejection Sampling for Gibbs Sampling
- Equation of State Calculations by Fast Computing Machines
- Speeding Up MCMC by Efficient Data Subsampling
- Monte Carlo sampling methods using Markov chains and their applications
- Hierarchical animal movement models for population‐level inference
This page was built for publication: Parallel Markov chain Monte Carlo for Bayesian hierarchical models with big data, in two stages