Informed sub-sampling MCMC: approximate Bayesian inference for large datasets.
Florian MaireNial FrielPierre AlquierPublished in: Stat. Comput. (2019)
Keyphrases
- bayesian inference
- markov chain monte carlo
- expectation propagation
- gibbs sampler
- sampling algorithm
- probabilistic model
- prior information
- hyperparameters
- variational bayes
- statistical inference
- sampling methods
- markov networks
- variational inference
- bayesian model
- monte carlo
- particle filter
- hierarchical bayesian
- gibbs sampling
- exponential family
- variational approximation
- hidden variables
- learning algorithm
- data sets
- metropolis hastings
- approximate inference
- posterior distribution
- random sampling
- particle filtering
- bayesian networks
- machine learning