Prefer a chat interface with context about you and your work?
Towards scaling up Markov chain Monte Carlo: an adaptive subsampling approach
Markov chain Monte Carlo (MCMC) methods are often deemed far too computationally intensive to be of any practical use for large datasets. This paper describes a methodology that aims to scale up the Metropolis-Hastings (MH) algorithm in this context. We propose an approximate implementation of the accept/reject step of MH …