sgmcmc: An R Package for Stochastic Gradient Markov Chain Monte Carlo
This paper introduces the R package sgmcmc; which can be used for Bayesian inference on problems with large data sets using stochastic gradient Markov chain Monte Carlo (SGMCMC). Traditional Markov chain Monte Carlo (MCMC) methods, such as Metropolis-Hastings, are known to run prohibitively slowly a...
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| Principais autores: | , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Foundation for Open Access Statistics
2019-10-01
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| coleção: | Journal of Statistical Software |
| Assuntos: | |
| Acesso em linha: | https://www.jstatsoft.org/index.php/jss/article/view/3274 |
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