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Minh-Ngoc Tran

2 accepted papers

2020

Spectral Subsampling MCMC for Stationary Time Series

ICML 2020poster

Bayesian inference using Markov Chain Monte Carlo (MCMC) on large datasets has developed rapidly in recent years. However, the underlying methods are generally limited to relatively simple settings where the data have specific forms of independence. We propose a novel technique for speeding up MCMC…

Cited by 21SourcePDFScholar