156 citations · 262 across the 16 of their papers we have counts for
4 papers · 1 filter
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…
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…