156 citations · 262 across the 16 of their papers we have counts for
Showing 2018 · stat.MEShow all
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stat.ME2018★ 2 cited
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…
stat.ME2018★ 17 cited
Gaussian variational approximation for high-dimensional state space models
Matias Quiroz, David J. Nott, Robert Kohn
Our article considers a Gaussian variational approximation of the posterior density in a high-dimensional state space model. The variational parameters to be optimized are the mean…