The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC
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DOI: 10.1080/10618600.2021.1917420
Abstract: Abstract Speeding up Markov chain Monte Carlo (MCMC) for datasets with many observations by data subsampling has recently received considerable attention. A pseudo-marginal MCMC method is proposed that estimates the likelihood by data subsampling using… read more here.
Keywords: block poisson; mcmc; estimator; poisson estimator ... See more keywords