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Found 3 papers, 1 papers with code
Probabilistic Unrolling: Scalable, Inverse-Free Maximum Likelihood Estimation for Latent Gaussian Models
Latent Gaussian models have a rich history in statistics and machine learning, with applications ranging from factor analysis to compressed sensing to time series analysis.
A fast asynchronous MCMC sampler for sparse Bayesian inference
We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order $O(ns)$, where $n$ is the sample size, and $s$ the underlying sparsity of the model.
On Russian Roulette Estimates for Bayesian Inference with Doubly-Intractable Likelihoods
The methodology is reviewed on well-known examples such as the parameters in Ising models, the posterior for Fisher-Bingham distributions on the $d$-Sphere and a large-scale Gaussian Markov Random Field model describing the Ozone Column data.
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