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The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data - MaRDI portal

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The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data (Q144289)

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scientific article; zbMATH DE number 7053509
  • The zig-zag process and super-efficient sampling for Bayesian analysis of big data
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English
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data
scientific article; zbMATH DE number 7053509
  • The zig-zag process and super-efficient sampling for Bayesian analysis of big data

Statements

11 July 2016
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10 May 2019
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stat.CO
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math.PR
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The zig-zag process and super-efficient sampling for Bayesian analysis of big data (English)
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MCMC
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nonreversible Markov process
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piecewise deterministic Markov process
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stochastic gradient Langevin dynamics
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sub-sampling
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exact sampling
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