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

Project Details

StatusFinished
Effective start/end date31/08/1331/08/16

Research Output

  • 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 journalArticle (Academic Journal)

Open Access
File
  • 10 Citations (Scopus)
    236 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 journalArticle (Academic Journal)

    Open Access
    File
  • 11 Citations (Scopus)
    285 Downloads (Pure)

    On random- and systematic-scan samplers

    Andrieu, C., Sep 2016, In : Biometrika. 103, 3, p. 719-726 8 p.

    Research output: Contribution to journalArticle (Academic Journal)

    Open Access
    File
  • 2 Citations (Scopus)
    273 Downloads (Pure)