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Direct linkVehtari, Aki; Gelman, Andrew; Sivula, Tuomas; Jylänki, Pasi; Tran, Dustin; Sahai, Swupnil; Blomstedt, Paul; Cunningham, John P.; Schiminovich, David; Robert, Christian P. – Grantee Submission, 2020
A common divide-and-conquer approach for Bayesian computation with big data is to partition the data, perform local inference for each piece separately, and combine the results to obtain a global posterior approximation. While being conceptually and computationally appealing, this method involves the problematic need to also split the prior for…
Descriptors: Bayesian Statistics, Algorithms, Computation, Generalization
