Speeding Up MCMC by Efficient Data Subsampling
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DOI: 10.1080/01621459.2018.1448827
Abstract: ABSTRACT We propose subsampling Markov chain Monte Carlo (MCMC), an MCMC framework where the likelihood function for n observations is estimated from a random subset of m observations. We introduce a highly efficient unbiased estimator… read more here.
Keywords: speeding mcmc; mcmc efficient; likelihood; mcmc ... See more keywords