Khue-Dung Dang

Fitting Structural Equation Models via Variational Approximations

Khue-Dung Dang, Luca Maestrini

Journal article  |  2022  |  STRUCTURAL EQUATION MODELING-A MULTIDISCIPLINARY JOURNAL

Structural equation models are commonly used to capture the relationship between sets of observed and unobservable variables. Trad..

The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC

M Quiroz, MN Tran, M Villani, R Kohn, KD Dang

Journal article  |  2021  |  Journal of Computational and Graphical Statistics

Speeding up Markov chain Monte Carlo (MCMC) for datasets with many observations by data subsampling has recently received consider..

Subsampling sequential Monte Carlo for static Bayesian models

D Gunawan, KD Dang, M Quiroz, R Kohn, MN Tran

Journal article  |  2020  |  Statistics and Computing

We show how to speed up sequential Monte Carlo (SMC) for Bayesian inference in large data problems by data subsampling. SMC sequen..

Hamiltonian monte carlo with energy conserving subsampling

KD Dang, M Quiroz, R Kohn, MN Tran, M Villani

Journal article  |  2019  |  Journal of Machine Learning Research

Hamiltonian Monte Carlo (HMC) samples efficiently from high-dimensional posterior distributions with proposed parameter draws obta..

Subsampling MCMC - an Introduction for the Survey Statistician

M Quiroz, M Villani, R Kohn, MN Tran, KD Dang

Journal article  |  2018  |  Sankhya A - Mathematical Statistics and Probability

The rapid development of computing power and efficient Markov Chain Monte Carlo (MCMC) simulation algorithms have revolutionized B..