Optimal and scalable methods to approximate the solutions of large‐scale Bayesian problems: theory and application to atmospheric inversion and data assimilation

N Bousserez, DK Henze - Quarterly Journal of the Royal …, 2018 - Wiley Online Library
approach to finding the maximum a posteriori probability of a set of random variables, given
some prior probability distribution … assume that these probability distributions are Gaussian. …

A multi-resolution approximation for massive spatial datasets

M Katzfuss - Journal of the American Statistical Association, 2017 - Taylor & Francis
… are automatically chosen to approximate a given … scalable for massive datasets. Crucially,
the inference algorithms can also be parallelized to take full advantage of large distributed-…

Scalable and robust aggregation techniques for extracting statistical information in sensor networks

H Jiang, S Jin - … Conference on Distributed Computing Systems …, 2006 - ieeexplore.ieee.org
… algorithm and our methods for estimating distribution parameters. … the statistical information
of the sensor data, it suffices if the aggregation algorithms return the probability distribution of …

Scaling up the Automatic Statistician: Scalable structure discovery using Gaussian processes

H Kim, YW Teh - … on Artificial Intelligence and Statistics, 2018 - proceedings.mlr.press
Scalable Kernel Composition (SKC), a scalable extension of CKS, to push the boundaries of
automated interpretable statistical … We later use the Nyström approximation to give an upper …

[PDF][PDF] The scalable Langevin exact algorithm: Bayesian inference for big data

M Pollock, P Fearnhead, AM Johansen… - arXiv preprint arXiv …, 2016 - researchgate.net
approximate distributions of interest by carefully combining sequential Monte Carlo methods
with methodology … in order for it to recover a probability distribution of interest. Section 3 is …

Approximate computation and implicit regularization for very large-scale data analysis

MW Mahoney - … -SIGAI symposium on Principles of Database Systems, 2012 - dl.acm.org
… rithms that are scalable to very large data sets and that also have good statistical or …
computation—either in the sense of approximation algorithms in theoretical computer science or in …

Stein's method meets computational statistics: A review of some recent developments

A Anastasiou, A Barp, FX Briol, B Ebner… - Statistical …, 2023 - projecteuclid.org
… Stein’s method compares probability distributions through … method and statistics. The topics
we discuss include tools to benchmark and compare sampling methods such as approximate

A scalable sampling method to high-dimensional uncertainties for optimal and reinforcement learning-based controls

J Xie, Y Wan, K Mills, JJ Filliben… - IEEE control systems …, 2017 - ieeexplore.ieee.org
… of accuracy and computational scalability for estimating output statistics, compared to existing
uncertainty sampling approaches, such as stochastic response surface method and SG [19…

Scalable algorithms for data and network analysis

SH Teng - … and Trends® in Theoretical Computer Science, 2016 - nowpublishers.com
… tools to build scalable solvers for linear systems [313, 318, 317, 319], Gaussian sampling
[86], and geometric median [98]. Scalable techniques for PageRank approximation [65] have …

Byzantine-robust distributed learning: Towards optimal statistical rates

D Yin, Y Chen, R Kannan… - … conference on machine …, 2018 - proceedings.mlr.press
… When there are no or few Byzantine machines, we see the usual scaling 1 … We consider
the problem of estimating the mean µ of some random variable z ∼ D, which is equivalent to …