• Speeding up MCMC by Efficient Data Subsampling 

      Quiroz, Matias; Villani, Mattias; Kohn, Robert; Tran, Minh-Ngoc
      Published 2016-01-01
      We propose Subsampling MCMC, a Markov Chain Monte Carlo (MCMC) framework where the likelihood function for n observations is estimated from a random subset of m observations. We introduce a general and highly efficient ...
      Open Access
      Pre-print