Hamiltonian Monte Carlo acceleration using surrogate functions with random bases
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DOI: 10.1007/s11222-016-9699-1
Abstract: For big data analysis, high computational cost for Bayesian methods often limits their applications in practice. In recent years, there have been many attempts to improve computational efficiency of Bayesian inference. Here we propose an… read more here.
Keywords: hamiltonian monte; monte; monte carlo; random bases ... See more keywords