DG-LMC: A Turn-key and Scalable Synchronous Distributed MCMC Algorithm via Langevin Monte Carlo within Gibbs

Vincent Plassier, Maxime Vono, Alain Durmus +1

Performing reliable Bayesian inference on a big data scale is becoming a keystone in the modern era of machine learning. A workhorse class of methods to achieve this task are Marko…