Open AccessTowards scaling up Markov chain Monte Carlo: an adaptive subsampling approach
Author(s) -
Rémi Bardenet,
Arnaud Doucet,
Chris Holmes
Publication year - 2014
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - markov chain monte carlo , monte carlo method , computer science , scaling , markov chain , statistical physics , parallel tempering , markov chain mixing time , hybrid monte carlo , mathematical optimization , variable order markov model , markov model , mathematics , machine learning , statistics , physics , geometry