17 citations · 37 across the 9 of their papers we have counts for
3 papers · 1 filter
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…
Hamiltonian Monte Carlo with Energy Conserving Subsampling
Khue-Dung Dang, Matias Quiroz, Robert Kohn +2
Hamiltonian Monte Carlo (HMC) samples efficiently from high-dimensional posterior distributions with proposed parameter draws obtained by iterating on a discretized version of the…
The block-Poisson estimator for optimally tuned exact subsampling MCMC
Matias Quiroz, Minh-Ngoc Tran, Mattias Villani +2
Speeding up Markov Chain Monte Carlo (MCMC) for datasets with many observations by data subsampling has recently received considerable attention. A pseudo-marginal MCMC method is p…