2 papers
stat.CO2018
Large-Scale Stochastic Sampling from the Probability Simplex
Jack Baker, Paul Fearnhead, Emily B Fox +1
Stochastic gradient Markov chain Monte Carlo (SGMCMC) has become a popular method for scalable Bayesian inference. These methods are based on sampling a discrete-time approximation…
stat.CO2017
Control Variates for Stochastic Gradient MCMC
Jack Baker, Paul Fearnhead, Emily B. Fox +1
It is well known that Markov chain Monte Carlo (MCMC) methods scale poorly with dataset size. A popular class of methods for solving this issue is stochastic gradient MCMC. These m…