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Activity Number: 146 - Scaling up Bayesian Inference for Massive Data Sets
Type: Invited
Date/Time: Monday, July 29, 2019 : 10:30 AM to 12:20 PM
Sponsor: IMS
Abstract #300581 Presentation
Title: Some Applications of Approximate MCMC
Author(s): Anirban Bhattacharya*
Companies: TAMU
Keywords: MCMC; shrinkage; constrained; approximate; perturbation

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.

Authors who are presenting talks have a * after their name.

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