An Efficient Minibatch Acceptance Test for Metropolis-Hastings

Equation of State Calculations by Fast Computing Machines

Nicholas Metropolis, Arianna W. Rosenbluth, Marshall N. Rosenbluth, Augusta H. Teller, and Edward Teller · 1953

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Monte-Carlo Calculations of the Radial Distribution Functions for a Proton-Electron Plasma

A. A. Barker · 1965

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Monte Carlo Sampling Methods Using Markov Chains and Their Applications

W. K. Hastings · 1970

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Markov chain Monte Carlo in practice

W.R. Gilks and DJ Spiegelhalter · 1996

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An Edgeworth Expansion for Symmetric Statistics

V. Bentkus, F. Gotze, and W.R.vanZwet · 1997

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MNIST Handwritten Digit Database

Yann LeCun and Corinna Cortes · 1998

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Optimal Scaling for Various Metropolis-Hastings Algorithms

Gareth O. Roberts and Jeffrey S. Rosenthal · 2001

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On Self-Normalized Sums and Student’s Statistic

Y. Novak · 2005

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Training Invariant Support Vector Machines using Selective Sampling

Gaëlle Loosli, Stéphane Canu, and Léon Bottou · 2007

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MCMC Using Hamiltonian Dynamics

Radford M. Neal · 2010

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Handbook of Markov Chain Monte Carlo

Steve Brooks, Andrew Gelman, Galin Jones, and Xiao-Li Meng · 2011

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Bayesian Learning via Stochastic Gradient Langevin Dynamics

Max Welling and Yee Whye Teh · 2011

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Bayesian Posterior Sampling via Stochastic Gradient Fisher Scoring

Sungjin Ahn, Anoop Korattikara Balan, and Max Welling · 2012

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Stochastic Gradient Hamiltonian Monte Carlo

T. Chen, E.B. Fox, and C. Guestrin · 2014

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Austerity in MCMC Land: Cutting the Metropolis-Hastings Budget

Anoop Korattikara, Yutian Chen, and Max Welling · 2014

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Firefly Monte Carlo: Exact MCMC with Subsets of Data

Dougal Maclaurin and Ryan P. Adams · 2014

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A Complete Recipe for Stochastic Gradient MCMC

Y. Ma, T. Chen, and E.B. Fox · 2015

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On Markov Chain Monte Carlo Methods for Tall Data

Rémi Bardenet, Arnaud Doucet, and Chris Holmes · 2016

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Scalable Discrete Sampling as a Multi-Armed Bandit Problem

Yutian Chen and Zoubin Ghahramani · 2016

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