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
Del Moral P
(2015)
Uniform Stability of a Particle Approximation of the Optimal Filter Derivative
in SIAM Journal on Control and Optimization
Caron Francois
(2017)
Generalized Polya Urn for Time-Varying Pitman-Yor Processes
in JOURNAL OF MACHINE LEARNING RESEARCH
Bouchard-C么t茅 A
(2018)
The Bouncy Particle Sampler: A Nonreversible Rejection-Free Markov Chain Monte Carlo Method
in Journal of the American Statistical Association
Bouchard-C么t茅 A
(2018)
The Bouncy Particle Sampler: A Nonreversible Rejection-Free Markov Chain Monte Carlo Method
Bouchard-C么t茅 A
(2015)
The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method
Bouchard-C么t茅 A
(2018)
The Bouncy Particle Sampler: A Nonreversible Rejection-Free Markov Chain Monte Carlo Method
Bouchard-C么t茅 A
(2015)
Particle Gibbs Split-Merge Sampling for Bayesian Inference in Mixture Models
Bishop A
(2014)
Distributed Nonlinear Consensus in the Space of Probability Measures
in IFAC Proceedings Volumes
Bardenet Remi
(2017)
On Markov chain Monte Carlo methods for tall data
in JOURNAL OF MACHINE LEARNING RESEARCH
Bardenet R.
(2014)
Towards scaling up Markov chain Monte Carlo: An adaptive subsampling approach
in 31st International Conference on Machine Learning, ICML 2014
| 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 |