Global Consensus Monte Carlo

DOI10.1080/10618600.2020.1811105OpenAlexW3084298117MaRDI QIDQ5066381

Adam M. Johansen, Lewis J. Rendell, Nick Whiteley, Anthony J. T. Lee

Publication date: 29 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10618600.2020.1811105

zbMATH Keywords

Markov chain Monte Carlosequential Monte CarloBayesian inferencedistributed inference

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (6)

New models for symbolic data analysis ⋮ Cost free hyper-parameter selection/averaging for Bayesian inverse problems with vanilla and Rao-blackwellized SMC samplers ⋮ Distributed computation for marginal likelihood based model choice ⋮ The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems ⋮ The Split Gibbs Sampler Revisited: Improvements to Its Algorithmic Structure and Augmented Target Distribution ⋮ Unnamed Item

Uses Software

• MapReduce

Cites Work

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