Bayesian Inference for Big Data with Stochastic Gradient Markov Chain Monte Carlo
Lead Research Organisation:
University of Oxford
Department Name: Statistics
Abstract
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Organisations
People |
ORCID iD |
| Arnaud Doucet (Principal Investigator) |
Publications
Bardenet R
On Markov chain Monte Carlo Methods for Tall Data
in Journal of Machine Learning Research
Bardenet Remi
(2017)
On Markov chain Monte Carlo methods for tall data
in JOURNAL OF MACHINE LEARNING RESEARCH
Bardenet R.
(2017)
On Markov chain Monte Carlo methods for tall data
in Journal of Machine Learning Research
Bouchard-Côté A
(2018)
The Bouncy Particle Sampler: A Nonreversible Rejection-Free Markov Chain Monte Carlo Method
in Journal of the American Statistical Association
Wang L
(2016)
Bayesian Phylogenetic Inference Using a Combinatorial Sequential Monte Carlo Method
in Journal of the American Statistical Association
Lu X.
(2017)
Relativistic Monte Carlo
in Proceedings of the 20th International Conference on Artificial Intelligence and Statistics, AISTATS 2017
Del Moral P
(2015)
Uniform Stability of a Particle Approximation of the Optimal Filter Derivative
in SIAM Journal on Control and Optimization
Vollmer S
(2015)
Dimension-Independent MCMC Sampling for Inverse Problems with Non-Gaussian Priors
in SIAM/ASA Journal on Uncertainty Quantification
Kantas N
(2015)
On Particle Methods for Parameter Estimation in State-Space Models
in Statistical Science
Bouchard-Côté A
(2018)
The Bouncy Particle Sampler: A Nonreversible Rejection-Free Markov Chain Monte Carlo Method
| Description | We are studying sophisticated new statistical methods to analyze big data sets. Current methods are very computationally intensive and do not scale in presence of big data. We are developing scalable yet sophisticated techniques to extract useful information from massive datasets. |
| Exploitation Route | There is still a lot of room for improvement, both methodologically and theoretically. So we expect over the forthcoming year to develop further our new algorithms. |
| Sectors | Aerospace Defence and Marine Digital/Communication/Information Technologies (including Software) Electronics Security and Diplomacy |
| URL | http://www.stats.ox.ac.uk/~doucet/journalsbysubject.html |