Browsing Business Analytics Working Paper Series by subject "Big Data"
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Fast Inference for Intractable Likelihood Problems using Variational Bayes
Published 2016-03-30Variational Bayes (VB) is a popular statistical method for Bayesian inference. The existing VB algorithms are restricted to cases where the likelihood is tractable, which precludes their use in many interesting models. ...Working Paper -
Speeding up MCMC by Efficient Data Subsampling
Published 2016-01-01We 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 ...Pre-print