Bayesian Inference for Big Data with Stochastic Gradient Markov Chain Monte Carlo
Lead Research Organisation:
University of Oxford
Department Name: Statistics
Abstract
Abstracts are not currently available in GtR for all funded research. This is normally because the abstract was not required at the time of proposal submission, but may be because it included sensitive information such as personal details.
Organisations
People |
ORCID iD |
Arnaud Doucet (Principal Investigator) |
Publications
Yildirim S
(2013)
An Online Expectation-Maximization Algorithm for Changepoint Models
in Journal of Computational and Graphical Statistics
Vollmer Sebastian J.
(2015)
(Non-) asymptotic properties of Stochastic Gradient Langevin Dynamics
in arXiv e-prints
Rainforth T.
(2016)
Interacting particle markov chain monte carlo
in 33rd International Conference on Machine Learning, ICML 2016
Paige B.
(2014)
Asynchronous anytime sequential Monte Carlo
in Advances in Neural Information Processing Systems
Lienart T.
(2015)
Expectation particle belief propagation
in Advances in Neural Information Processing Systems
Hasenclever Leonard
(2015)
Distributed Bayesian Learning with Stochastic Natural-gradient Expectation Propagation and the Posterior Server
in arXiv e-prints
Del Moral P
(2015)
Uniform Stability of a Particle Approximation of the Optimal Filter Derivative
in SIAM Journal on Control and Optimization
Bouchard-Côté A
(2018)
The Bouncy Particle Sampler: A Nonreversible Rejection-Free Markov Chain Monte Carlo Method
in Journal of the American Statistical Association
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 |