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Hamiltonian Monte Carlo acceleration using surrogate functions with random bases

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 efficient and scalable computational technique for a state-of-...

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Bibliografiska uppgifter
I publikationen:Stat Comput
Huvudupphovsmän: Zhang, Cheng, Shahbaba, Babak, Zhao, Hongkai
Materialtyp: Artigo
Språk:Inglês
Publicerad: 2016
Ämnen:
Länkar:https://ncbi.nlm.nih.gov/pmc/articles/PMC5624739/
https://ncbi.nlm.nih.gov/pubmed/28983154
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s11222-016-9699-1
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