1.7k citations · 4.6k across the 36 of their papers we have counts for
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stat.CO2015★ 32 cited
Asynchronous Gibbs Sampling
Alexander Terenin, Daniel Simpson, David Draper
Gibbs sampling is a Markov Chain Monte Carlo (MCMC) method often used in Bayesian learning. MCMC methods can be difficult to deploy on parallel and distributed systems due to their…
stat.CO2015★ 4 cited
The MCMC split sampler: A block Gibbs sampling scheme for latent Gaussian models
Óli Páll Geirsson, Birgir Hrafnkelsson, Daniel Simpson +1
A novel computationally efficient Markov chain Monte Carlo (MCMC) scheme for latent Gaussian models (LGMs) is proposed in this paper. The sampling scheme is a two block Gibbs sampl…