Subsampling sequential Monte Carlo for static Bayesian models

DOI10.1007/s11222-020-09969-zzbMath1452.62985arXiv1805.03317OpenAlexW3085123963MaRDI QIDQ2209734

Matias Quiroz, Robert Kohn, Khue-Dung Dang, Minh-Ngoc Tran, David Gunawan

Publication date: 4 November 2020

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.03317

zbMATH Keywords

large datasetsHamiltonian Monte Carlolikelihood annealing

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05) Sequential estimation (62L12) Statistical aspects of big data and data science (62R07)

Related Items

Unnamed Item, Distributed computation for marginal likelihood based model choice, Subsampling MCMC -- an introduction for the survey statistician

Uses Software

• GitHub

Cites Work

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