Fast Bayesian coresets via subsampling and quasi-Newton refinement
Bayesian coresets approximate a posterior distribution by building a small weighted subset of the data points. Any inference procedure that is too computationally expensive to be run on the full posterior can instead be run inexpensively on the coreset, with results that approximate those on the ful...
| Main Authors: | , , |
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| Format: | Conference item |
| Language: | English |
| Published: |
Curran Associates
2023
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