17 citations · 37 across the 9 of their papers we have counts for
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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.CO2018
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…