6 citations · 6 across the 1 of their papers we have counts for
4 papers
Spectral Subsampling MCMC for Stationary Time Series
Robert Salomone, Matias Quiroz, Robert Kohn +2
Bayesian inference using Markov Chain Monte Carlo (MCMC) on large datasets has developed rapidly in recent years. However, the underlying methods are generally limited to relativel…
Variance reduction properties of the reparameterization trick
Ming Xu, Matias Quiroz, Robert Kohn +1
The reparameterization trick is widely used in variational inference as it yields more accurate estimates of the gradient of the variational objective than alternative approaches s…
Subsampling MCMC - An introduction for the survey statistician
Matias Quiroz, Mattias Villani, Robert Kohn +2
The rapid development of computing power and efficient Markov Chain Monte Carlo (MCMC) simulation algorithms have revolutionized Bayesian statistics, making it a highly practical i…
Subsampling Sequential Monte Carlo for Static Bayesian Models
David Gunawan, Khue-Dung Dang, Matias Quiroz +2
We show how to speed up Sequential Monte Carlo (SMC) for Bayesian inference in large data problems by data subsampling. SMC sequentially updates a cloud of particles through a sequ…