Speeding up MCMC by efficient data subsampling
Year of publication: 
2015


Authors:  Quiroz, Matias ; Villani, Mattias ; Kohn, Robert 
Publisher: 
Stockholm : Sveriges Riksbank 
Subject:  Bayesian inference  Markov Chain Monte Carlo  Pseudomarginal MCMC  Big Data  Probability ProportionaltoSize sampling  Numerical integration 
Series:  

Type of publication:  Book / Working Paper 
Type of publication (narrower categories):  Working Paper 
Language:  English 
Other identifiers:  821463489 [GVK] hdl:10419/129715 [Handle] RePEc:hhs:rbnkwp:0297 [RePEc] 
Classification:  C11  Bayesian Analysis ; C13  Estimation ; C15  Statistical Simulation Methods; Monte Carlo Methods ; c55 ; C83  Survey Methods; Sampling Methods 
Source: 

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