Matias Quiroz

Sveriges Riksbank - Research Division

S-103 37 Stockholm

Sweden

Stockholm University - Department of Statistics

Stockholm, SE-106 91

Sweden

SCHOLARLY PAPERS

4

DOWNLOADS

275

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (4)

1.

Speeding Up MCMC by Efficient Data Subsampling

Riksbank Research Paper Series No. 121, Sveriges Riksbank Working Paper Series No. 297
Number of pages: 39 Posted: 14 Apr 2015
Matias Quiroz, Mattias Villani and Robert Kohn
Sveriges Riksbank - Research Division, Linkoping University and University of New South Wales - School of Economics and School of Banking and Finance
Downloads 84 (410,131)
Citation 9

Abstract:

Loading...

Bayesian inference, Markov Chain Monte Carlo, Pseudo-marginal MCMC, Big Data, Probability Proportional-to-Size sampling, Numerical integration

2.

Scalable MCMC for Large Data Problems Using Data Subsampling and the Difference Estimator

Sveriges Riksbank Working Paper Series No. 306, Riksbank Research Paper Series No. 130
Number of pages: 32 Posted: 04 Jun 2016
Matias Quiroz, Mattias Villani and Robert Kohn
Sveriges Riksbank - Research Division, Linkoping University and University of New South Wales - School of Economics and School of Banking and Finance
Downloads 79 (425,160)
Citation 1

Abstract:

Loading...

Bayesian inference, Markov Chain Monte Carlo, Pseudo-marginal MCMC, estimated likelihood, GLM for large data

3.

Dynamic Mixture-of-Experts Models for Longitudinal and Discrete-Time Survival Data

Riksbank Research Paper Series No. 99, Sveriges Riksbank Working Paper Series No. 268
Number of pages: 39 Posted: 14 Aug 2013
Matias Quiroz and Mattias Villani
Sveriges Riksbank - Research Division and Linkoping University
Downloads 75 (437,658)
Citation 2

Abstract:

Loading...

Bayesian inference, Markov Chain Monte Carlo, Bayesian variable selection, Survival Analysis, Mixture-of-experts

4.

Speeding Up MCMC by Delayed Acceptance and Data Subsampling

Riksbank Research Paper Series No. 131, Sveriges Riksbank Working Paper Series No. 307
Number of pages: 24 Posted: 22 Dec 2015
Matias Quiroz
Sveriges Riksbank - Research Division
Downloads 37 (598,354)

Abstract:

Loading...

Bayesian inference, Markov chain Monte Carlo, Delayed acceptance MCMC, Large data, Survey sampling