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Informed sub-sampling MCMC: approximate Bayesian inference for large datasets |
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| Authors: | Maire Florian Friel Nial Alquier Pierre |
| Affiliation: | 1.School of Mathematics and Statistics, University College Dublin, Dublin, Ireland ;2.The Insight Centre of Data Analytics, University College Dublin, Dublin, Ireland ;3.CREST, ENSAE, Université Paris Saclay, Paris, France ; |
| Abstract: | Statistics and Computing - This paper introduces a framework for speeding up Bayesian inference conducted in presence of large datasets. We design a Markov chain whose transition kernel uses an... |
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