Journal of Agricultural, Biological, and Environmental Statistics, Vol. 12, No. 2 (Jun., 2007), pp. 272-299 (28 pages) Markov chain Monte Carlo (MCMC) methods have provided an enormous break-through ...

Standard MCMC methods can scale poorly to big data settings due to the need to evaluate the likelihood at each iteration. There have been a number of approximate MCMC algorithms that use sub-sampling ...

What Is Markov Chain Monte Carlo? Markov Chain Monte Carlo (MCMC) is a powerful technique used in statistics and various scientific fields to sample from complex probability distributions. It is ...