156 citations · 262 across the 16 of their papers we have counts for
Showing 2015Show all
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stat.CO2015★ 45 cited
Speeding Up MCMC by Delayed Acceptance and Data Subsampling
Matias Quiroz, Minh-Ngoc Tran, Mattias Villani +1
The complexity of the Metropolis-Hastings (MH) algorithm arises from the requirement of a likelihood evaluation for the full data set in each iteration. Payne and Mallick (2015) pr…
stat.ME2015
Scalable MCMC for Large Data Problems using Data Subsampling and the Difference Estimator
Matias Quiroz, Mattias Villani, Robert Kohn
We propose a generic Markov Chain Monte Carlo (MCMC) algorithm to speed up computations for datasets with many observations. A key feature of our approach is the use of the highly…