A one-pass sequential Monte Carlo method for Bayesian analysis of massive datasets
نویسندگان
چکیده
منابع مشابه
A One-Pass Sequential Monte Carlo Method for Bayesian Analysis of Massive Datasets
For Bayesian analysis of massive data, Markov chain Monte Carlo (MCMC) techniques often prove infeasible due to computational resource constraints. Standard MCMC methods generally require a complete scan of the dataset for each iteration. Ridgeway and Madigan (2002) and Chopin (2002b) recently presented importance sampling algorithms that combined simulations from a posterior distribution condi...
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2006
ISSN: 1936-0975
DOI: 10.1214/06-ba112