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Speeding Up MCMC by Efficient Data Subsampling

Published:2018-07-16 Issue:526 Volume:114 Page:831-843
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Quiroz Matias¹,Kohn Robert¹,Villani Mattias²,Tran Minh-Ngoc³

Affiliation:

1. Australian School of Business, University of New South Wales, Sydney, Australia

2. Division of Statistics and Machine Learning, Department of Computer and Information Science, Linköping University, Linköping, Sweden

3. Discipline of Business Analytics, University of Sydney, Sydney, Australia

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/01621459.2018.1448827

Reference41 articles.

1. The pseudo-marginal approach for efficient Monte Carlo computations

2. Searching for exotic particles in high-energy physics with deep learning

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