OpenAlex | The Zig-Zag process and super-efficient sampling for Bayesian analysis of big data

The Zig-Zag process and super-efficient sampling for Bayesian analysis of big data

Work

Year: 2019

Type: article

Abstract: Standard MCMC methods can scale poorly to big data settings due to the need to evaluate the likelihood at each iteration. There have been a number of approximate MCMC algorithms that use sub-sampling ... more

Source: The Annals of Statistics

Authors Joris Bierkens, Paul Fearnhead, Gareth O. Roberts

Institutions Delft University of Technology, University of Warwick, Lancaster University

Cites: 45

Cited by: 191

Related to: 10

FWCI: 19.67

Citation percentile (by year/subfield): 99.98

Topic: Markov Chains and Monte Carlo Methods

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze