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Applying standard Markov chain Monte Carlo (MCMC) algorithms to large data sets is computationally infeasible.
Stochastic stability of differential equations
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Handbook of Markov Chain Monte Carlo
Brooks, S., Gelman, A., Jones, G., and Meng, X. (2011a)
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Handbook of Markov Chain Monte Carlo
Brooks, S., Gelman, A., Jones, G., and Meng, X.-L. (2011b)
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