Comment: Consensus Monte Carlo using expectation propagation

DOI10.1214/17-BJPS365AzbMath1385.65005WikidataQ61703727 ScholiaQ61703727MaRDI QIDQ1705541

Andrew Gelman, Aki Vehtari

Publication date: 16 March 2018

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

expectation propagationconsensus Monte Carlo

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15) Monte Carlo methods (65C05)

Cites Work

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• Comparing consensus Monte Carlo strategies for distributed Bayesian computation
• Statistical methods and computing for big data

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