An Efficient Minibatch Acceptance Test for Metropolis-Hastings

19 Oct 2016Daniel SeitaXinlei PanHaoyu ChenJohn Canny

We present a novel Metropolis-Hastings method for large datasets that uses small expected-size minibatches of data. Previous work on reducing the cost of Metropolis-Hastings tests yield variable data consumed per sample, with only constant factor reductions versus using the full dataset for each sample... (read more)

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