Showing 2026Show all
2 papers · 1 filter
stat.ME2026
Stabilised weighted data subsampling for accelerated inference in models with recursive likelihoods
Matias Quiroz, Aishwarya Bhaskaran, Zixuan Wang +1
Inference for models with recursively defined likelihoods is computationally demanding, limiting scalability to large datasets. We propose a stabilised weighted subsampling methodo…
stat.CO2026
Spectral subsampling MCMC for Lévy-driven continuous-time ARMA models with expensive likelihood contributions
Thomas Goodwin, Matias Quiroz, Robert Kohn +1
Subsampling-based Markov chain Monte Carlo (MCMC) algorithms aim to accelerate Bayesian inference by evaluating the likelihood using only a subset of the data at each iteration. Ho…