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stat.CO2013★ 23 cited
SIMD Parallel MCMC Sampling with Applications for Big-Data Bayesian Analytics
Alireza S. Mahani, Mansour T. A. Sharabiani
Computational intensity and sequential nature of estimation techniques for Bayesian methods in statistics and machine learning, combined with their increasing applications for big…
stat.ME2013
Metropolis-Hastings Sampling Using Multivariate Gaussian Tangents
Alireza S. Mahani, Mansour T. A. Sharabiani
We present MH-MGT, a multivariate technique for sampling from twice-differentiable, log-concave probability density functions. MH-MGT is Metropolis-Hastings sampling using asymmetr…