156 citations · 361 across the 32 of their papers we have counts for
5 papers · 1 filter
Speeding Up MCMC by Delayed Acceptance and Data Subsampling
Matias Quiroz, Minh-Ngoc Tran, Mattias Villani +1
The complexity of the Metropolis-Hastings (MH) algorithm arises from the requirement of a likelihood evaluation for the full data set in each iteration. Payne and Mallick (2015) pr…
Scalable MCMC for Large Data Problems using Data Subsampling and the Difference Estimator
Matias Quiroz, Mattias Villani, Robert Kohn
We propose a generic Markov Chain Monte Carlo (MCMC) algorithm to speed up computations for datasets with many observations. A key feature of our approach is the use of the highly…
Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods
Johan Dahlin, Mattias Villani, Thomas B. Schön
We consider the problem of approximate Bayesian parameter inference in non-linear state-space models with intractable likelihoods. Sequential Monte Carlo with approximate Bayesian…
Sparse Partially Collapsed MCMC for Parallel Inference in Topic Models
Måns Magnusson, Leif Jonsson, Mattias Villani +1
Topic models, and more specifically the class of Latent Dirichlet Allocation (LDA), are widely used for probabilistic modeling of text. MCMC sampling from the posterior distributio…
Constraints on ADM tetrad gravity parameter space from S2 star in the center of the Galaxy and from the Solar System
Mattia Villani
ADM tetrad gravity is an Hamiltonian reformulation of General Relativity which gives new insight to the Dark Matter Problem. We impose constraints on the parameter space of ADM tet…