Bayesian Inference for Big Data with Stochastic Gradient Markov Chain Monte Carlo

Andrieu, Christophe (Principal Investigator)

Status	Finished
Effective start/end date	31/08/13 → 31/08/16

5 Article (Academic Journal)
1 Conference Contribution (Conference Proceeding)

Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers
Andrieu, C., Lee, A. & Vihola, M., May 2018, In: Bernoulli. 24, 2, p. 842–872 31 p.
Research output: Contribution to journal › Article (Academic Journal) › peer-review

Open Access
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31 Citations (Scopus)

321 Downloads (Pure)
Establishing some order amongst exact approximations of MCMCs
Andrieu, C. & Vihola, M., 1 Oct 2016, In: Annals of Applied Probability. 26, 5, p. 2661-2696 36 p.
Research output: Contribution to journal › Article (Academic Journal) › peer-review

Open Access
File
21 Citations (Scopus)

356 Downloads (Pure)
On random- and systematic-scan samplers
Andrieu, C., Sept 2016, In: Biometrika. 103, 3, p. 719-726 8 p.
Research output: Contribution to journal › Article (Academic Journal) › peer-review

Open Access
File
11 Citations (Scopus)

544 Downloads (Pure)