Most likely optimal subsampled Markov chain Monte Carlo

DOI10.1007/s11424-020-9335-1zbMath1462.62764arXiv2005.11461OpenAlexW3101421423MaRDI QIDQ2661943

Guanyu Hu, Hai Ying Wang

Publication date: 8 April 2021

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.11461

zbMATH Keywords

big dataMetropolis-Hasting algorithmMCMC (Markov chain Monte Carlo)nonuniform subsampling

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Statistical aspects of big data and data science (62R07)

Related Items (1)

Distributed penalized modal regression for massive data

Uses Software

• BayesDA

Cites Work

• Unnamed Item
• Adaptive proposal distribution for random walk Metropolis algorithm
• Asymptotic Statistics
• A Parallel Mixture of SVMs for Very Large Scale Problems
• Speeding Up MCMC by Efficient Data Subsampling

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