Stochastic Gradient Markov Chain Monte Carlo

Markov chain Monte Carlo (MCMC) algorithms are generally regarded as the gold standard technique for Bayesian inference. They are theoretically well-understood and conceptually simple to apply in practice. The drawback of MCMC is that performing exact inference generally requires all of the data to...

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Veröffentlicht in:	Journal of the American Statistical Association Jg. 116; H. 533; S. 433 - 450
Hauptverfasser:	Nemeth, Christopher, Fearnhead, Paul
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Alexandria Taylor & Francis 02.01.2021 Taylor & Francis Ltd
Schlagworte:	Algorithms Bayesian analysis Bayesian inference Bayesian theory Computational efficiency Computing costs Costs data collection Inference Iterative methods Markov analysis Markov chain Markov chain Monte Carlo Markov chains Monte Carlo simulation Railroad transportation Regression analysis Scalable Monte Carlo Statistical inference Statistical methods Statistics Stochastic gradients
ISSN:	0162-1459, 1537-274X, 1537-274X
Online-Zugang:	Volltext
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