Scalable Metropolis-Hastings for Exact Bayesian Inference with Large Datasets

1 code implementation • 28 Jan 2019 • Robert Cornish, Paul Vanetti, Alexandre Bouchard-Côté, George Deligiannidis, Arnaud Doucet

Bayesian inference via standard Markov Chain Monte Carlo (MCMC) methods is too computationally intensive to handle large datasets, since the cost per step usually scales like $\Theta(n)$ in the number of data points $n$.

Bayesian Inference