Acceleration Strategies of Markov Chain Monte Carlo for Bayesian Computation
Thesis
English
ID: <
10670/1.lfld92>
Where these data come from
Abstract
MCMC algorithms are difficult to scale, since they need to sweep over the whole data set at each iteration, which prohibits their applications in big data settings. Roughly speaking, all scalable MCMC algorithms can be divided into two categories: divide-and-conquer methods and subsampling methods. The aim of this project is to reduce the computing time induced by complex or largelikelihood functions.