156 citations · 391 across the 43 of their papers we have counts for
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stat.ME2014★ 156 cited
Speeding Up MCMC by Efficient Data Subsampling
Matias Quiroz, Robert Kohn, Mattias Villani +1
We propose Subsampling MCMC, a Markov Chain Monte Carlo (MCMC) framework where the likelihood function for observations is estimated from a random subset of observations. W…
stat.ME2014★ 8 cited
Annealed Important Sampling for Models with Latent Variables
M. -N. Tran, C. Strickland, M. K. Pitt +1
This paper is concerned with Bayesian inference when the likelihood is analytically intractable but can be unbiasedly estimated. We propose an annealed importance sampling procedur…