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Canadian Journal of Statistics
Article . 2017 . Peer-reviewed
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Article . 2018
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https://dx.doi.org/10.48550/ar...
Article . 2016
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Likelihood inflating sampling algorithm

Authors: Reihaneh Entezari; Radu V. Craiu; Jeffrey S. Rosenthal;

Likelihood inflating sampling algorithm

Abstract

AbstractMarkov Chain Monte Carlo (MCMC) sampling from a posterior distribution corresponding to a massive data set can be computationally prohibitive as producing one sample requires a number of operations that is linear in the data size. In this article we introduce a new communication‐free parallel method, the “Likelihood Inflating Sampling Algorithm (LISA),” that significantly reduces computational costs by randomly splitting the data set into smaller subsets and running MCMC methods “independently” in parallel on each subset using different processors. Each processor will be used to run an MCMC chain that samples sub‐posterior distributions which are defined using an “inflated” likelihood function. We develop a strategy for combining the draws from different sub‐posteriors to study the full posterior of the Bayesian Additive Regression Trees (BART) model. The performance of the method is tested using simulated data and a large socio‐economic study. The Canadian Journal of Statistics 46: 147–175; 2018 © 2017 Statistical Society of Canada

Keywords

FOS: Computer and information sciences, Bayesian inference, Machine Learning (stat.ML), consensus Monte Carlo, Statistics - Computation, Inference from stochastic processes and prediction, Statistical aspects of big data and data science, big data, Statistics - Machine Learning, Bayesian additive regression trees (BART), Markov chain Monte Carlo (MCMC), Computation (stat.CO)

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citations
The total number of citations received by all articles of the researcher of interest.
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
10
Top 10%
Average
Average
Green
bronze
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