• Fast Inference for Intractable Likelihood Problems using Variational Bayes 

      Gunawan, David; Tran, Minh-Ngoc; Kohn, Robert
      Published 2016-03-30
      Variational 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. ...
      Open Access
      Working Paper
    • 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