All ebooks by Christopher Nemeth in PDF

Scalable Monte Carlo for Bayesian Learning

Paul Fearnhead , Christopher Nemeth , Chris J. Oates , Chris Sherlock

A graduate-level introduction to advanced topics in Markov chain Monte Carlo (MCMC), as applied broadly in the Bayesian computational context. The topics covered have emerged as recently as the last decade and include stochastic gradient MCMC, non-reversible MCMC,...