Comparing consensus Monte Carlo strategies for distributed Bayesian computation
نویسندگان
چکیده
منابع مشابه
Comparing Consensus Monte Carlo Strategies for Distributed Bayesian Computation
Consensus Monte Carlo is an algorithm for conducting Monte Carlo based Bayesian inference on large data sets distributed across many worker machines in a data center. The algorithm operates by running a separate Monte Carlo algorithm on each worker machine, which only sees a portion of the full data set. The worker-level posterior samples are then combined to form a Monte Carlo approximation to...
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ژورنال
عنوان ژورنال: Brazilian Journal of Probability and Statistics
سال: 2017
ISSN: 0103-0752
DOI: 10.1214/17-bjps365