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

Research Output

  • 5 Article (Academic Journal)
  • 1 Conference Contribution (Conference Proceeding)
2018

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)
242 Downloads (Pure)
2016

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)
2015

Convergence properties of pseudo-marginal markov chain monte carlo algorithms

Andrieu, C. & Vihola, M., 1 Apr 2015, In : Annals of Applied Probability. 25, 2, p. 1030-1077 48 p.

Research output: Contribution to journalArticle (Academic Journal)

Open Access
File
33 Citations (Scopus)
293 Downloads (Pure)

Quantitative convergence rates for subgeometric Markov chains

Andrieu, C., Fort, G. & Vihola, M., 1 Jun 2015, In : Journal of Applied Probability. 52, 2, p. 391-404 14 p.

Research output: Contribution to journalArticle (Academic Journal)

6 Citations (Scopus)
2014

Maximum marginal likelihood estimation of the granularity coefficient of a Potts-Markov random field within an MCMC algorithm

Pereyra, M., Whiteley, N., Andrieu, C. & Tourneret, J. Y., 2014, IEEE Workshop on Statistical Signal Processing Proceedings. IEEE Computer Society, p. 121-124 4 p. 6884590

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

20 Citations (Scopus)