A Serverless Architecture for Efficient and Scalable Monte Carlo Markov Chain Computation
Abstract
References
Index Terms
- A Serverless Architecture for Efficient and Scalable Monte Carlo Markov Chain Computation
Recommendations
Pseudo-marginal Markov Chain Monte Carlo for Nonnegative Matrix Factorization
A pseudo-marginal Markov chain Monte Carlo (PMCMC) method is proposed for nonnegative matrix factorization (NMF). The sampler jointly simulates the joint posterior distribution for the nonnegative matrices and the matrix dimensions which indicate the ...
Analyzing Markov chain Monte Carlo output
AbstractMarkov chain Monte Carlo (MCMC) is a sampling‐based method for estimating features of probability distributions. MCMC methods produce a serially correlated, yet representative, sample from the desired distribution. As such it can be difficult to ...
Visual representation of the multivariate correlation structure in a Markov chain. Output analysis that accounts for this multivariate structure is able to more accurately summarize variability in the simulation process. We review the output analysis ...
Interacting particle Markov chain Monte Carlo
ICML'16: Proceedings of the 33rd International Conference on International Conference on Machine Learning - Volume 48We introduce interacting particle Markov chain Monte Carlo (iPMCMC), a PMCMC method based on an interacting pool of standard and conditional sequential Monte Carlo samplers. Like related methods, iPMCMC is a Markov chain Monte Carlo sampler on an ...
Comments
Information & Contributors
Information
Published In
Publisher
Association for Computing Machinery
New York, NY, United States
Publication History
Check for updates
Qualifiers
- Research-article
- Research
- Refereed limited
Conference
Contributors
Other Metrics
Bibliometrics & Citations
Bibliometrics
Article Metrics
- 0Total Citations
- 116Total Downloads
- Downloads (Last 12 months)116
- Downloads (Last 6 weeks)15
Other Metrics
Citations
View Options
View options
View or Download as a PDF file.
PDFeReader
View online with eReader.
eReaderHTML Format
View this article in HTML Format.
HTML FormatGet Access
Login options
Check if you have access through your login credentials or your institution to get full access on this article.
Sign in