Emerging directions in Bayesian computation
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Publication:6540230
Cites work
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- A comprehensive survey and analysis of generative models in machine learning
- A framework for adaptive MCMC targeting multimodal distributions
- A unified framework for approximating and clustering data
- Adaptively scaling the Metropolis algorithm using expected squared jumped distance
- An adaptive Metropolis algorithm
- An algorithm for distributed Bayesian inference
- An asymptotic analysis of distributed nonparametric methods
- An introduction to variational methods for graphical models
- Asymptotic normality and valid inference for Gaussian variational approximation
- Asymptotically Exact Data Augmentation: Models, Properties, and Algorithms
- Asynchronous and Distributed Data Augmentation for Massive Data Settings
- Automated scalable Bayesian inference via Hilbert coresets
- Communication-efficient distributed statistical inference
- Concentration of tempered posteriors and of their variational approximations
- Consensus Monte Carlo for Random Subsets Using Shared Anchors
- Consistency of variational Bayes inference for estimation and model selection in mixtures
- Convergence rates of posterior distributions.
- Convergence rates of variational posterior distributions
- Covariances, robustness, and variational Bayes
- Cuts in Bayesian graphical models
- Distributed Bayesian inference in massive spatial data
- Distributed function estimation: adaptation using minimal communication
- Distributed statistical estimation and rates of convergence in normal approximation
- Divide-and-conquer Bayesian inference in hidden Markov models
- Double-parallel Monte Carlo for Bayesian analysis of big data
- Efficient posterior sampling for high-dimensional imbalanced logistic regression
- Expectation propagation as a way of life: a framework for Bayesian inference on partitioned data
- Exponential convergence of Langevin distributions and their discrete approximations
- Extremal families and systems of sufficient statistics
- Frequentist consistency of variational Bayes
- Gaussian processes for machine learning.
- Global Consensus Monte Carlo
- Graphical models, exponential families, and variational inference
- Inference from iterative simulation using multiple sequences
- Information-Based Optimal Subdata Selection for Big Data Linear Regression
- MCMC using Hamiltonian dynamics
- Merging MCMC subposteriors through Gaussian-process approximations
- Meta-Kriging: Scalable Bayesian Modeling and Inference for Massive Spatial Datasets
- Minimax rate of distribution estimation on unknown submanifolds under adversarial losses
- Monte Carlo fusion
- Near-optimal coresets of kernel density estimates
- Nonparametric Bayesian aggregation for massive data
- Nonparametric Bayesian model selection and averaging
- Online learning for the Dirichlet process mixture model via weakly conjugate approximation
- Optimal Distributed Subsampling for Maximum Quasi-Likelihood Estimators With Massive Data
- Optimal Scaling of Discrete Approximations to Langevin Diffusions
- Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions
- Optimal subsampling for large sample logistic regression
- Optimal subsampling for quantile regression in big data
- Private coresets
- Randomized Algorithms for Matrices and Data
- Rao-Blackwellisation of sampling schemes
- Robust adaptive Metropolis algorithm with coerced acceptance rate
- Sampling from a log-concave distribution with projected Langevin Monte Carlo
- Scalable Bayes under informative sampling
- Simple, scalable and accurate posterior interval estimation
- Speeding Up MCMC by Efficient Data Subsampling
- Split-and-Augmented Gibbs Sampler—Application to Large-Scale Inference Problems
- Stochastic gradient Markov chain Monte Carlo
- Subsampling MCMC -- an introduction for the survey statistician
- SwISS: a scalable Markov chain Monte Carlo divide-and-conquer strategy
- The Continuum-Armed Bandit Problem
- The Hastings algorithm at fifty
- The landscape of empirical risk for nonconvex losses
- The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
- The sample size required in importance sampling
- Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression
- Variational Bayes for High-Dimensional Linear Regression With Sparse Priors
- Variational message passing
- \(\alpha\)-variational inference with statistical guarantees
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