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Activity Number:
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146
- Scaling up Bayesian Inference for Massive Data Sets
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Type:
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Invited
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Date/Time:
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Monday, July 29, 2019 : 10:30 AM to 12:20 PM
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Sponsor:
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IMS
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Abstract #300581
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Presentation
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Title:
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Some Applications of Approximate MCMC
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Author(s):
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Anirban Bhattacharya*
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Companies:
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TAMU
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Keywords:
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MCMC;
shrinkage;
constrained;
approximate;
perturbation
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Abstract:
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We discuss a number of applications of approximate MCMC to complex high-dimensional structured estimation problems. A unified theoretical treatment is provided to understand the impact of introducing approximations to the exact MCMC transition kernel.
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Authors who are presenting talks have a * after their name.
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