Hamiltonian Monte Carlo with energy conserving subsampling
Year of publication: |
2019
|
---|---|
Authors: | Dang, Khue-Dung ; Quiroz, Matias ; Kohn, Robert ; Tran, Minh-Ngoc ; Villani, Mattias |
Publisher: |
Stockholm : Sveriges Riksbank |
Subject: | Large datasets | Bayesian inference | Stochastic gradient |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1664611584 [GVK] hdl:10419/215450 [Handle] RePEc:hhs:rbnkwp:0372 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; c55 |
Source: |
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Hamiltonian Monte Carlo with energy conserving subsampling
Dang, Khue-dung, (2019)
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Subsampling Sequential Monte Carlo for static Bayesian models
Gunawan, David, (2019)
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Subsampling Sequential Monte Carlo for static Bayesian models
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Hamiltonian Monte Carlo with energy conserving subsampling
Dang, Khue-dung, (2019)
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Subsampling Sequential Monte Carlo for static Bayesian models
Gunawan, David, (2019)
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Subsampling Sequential Monte Carlo for static Bayesian models
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