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10/06/2022
A correlated pseudo-marginal approach to doubly intractable problems
Doubly intractable models are encountered in a number of fields, e.g. so...
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04/05/2021
Spectral Subsampling MCMC for Stationary Multivariate Time Series
Spectral subsampling MCMC was recently proposed to speed up Markov chain...
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10/30/2019
Spectral Subsampling MCMC for Stationary Time Series
Bayesian inference using Markov Chain Monte Carlo (MCMC) on large datase...
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09/27/2018
Variance reduction properties of the reparameterization trick
The reparameterization trick is widely used in variational inference as ...
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09/27/2018
On some variance reduction properties of the reparameterization trick
The so-called reparameterization trick is widely used in variational inf...
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07/23/2018
Subsampling MCMC - An introduction for the survey statistician
The rapid development of computing power and efficient Markov Chain Mont...
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07/23/2018
Subsampling MCMC - A review for the survey statistician
The rapid development of computing power and efficient Markov Chain Mont...
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05/08/2018
Subsampling Sequential Monte Carlo for Static Bayesian Models
Our article shows how to carry out Bayesian inference by combining data ...
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01/24/2018
Gaussian variational approximation for high-dimensional state space models
Our article considers variational approximations of the posterior distri...
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08/02/2017
Hamiltonian Monte Carlo with Energy Conserving Subsampling
Hamiltonian Monte Carlo (HMC) has recently received considerable attenti...
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03/27/2016
Exact Subsampling MCMC
Speeding up Markov Chain Monte Carlo (MCMC) for data sets with many obse...
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04/16/2014