Author

Rong Tang

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Preprint Sep 2026

Subsampled Pseudo-posteriors for Scalable Bayesian Moment-condition Inference

A new family of subsampled pseudo-posteriors is developed that replaces the full-data pseudo-posterior with an aggregate of mini-batch pseudo-posteriors and establishes finite-sample total variation bounds to the full-data pseudo-posterior, allowing discontinuous and intractable moment functions.

Wen-Shuo Zhao, Rong Tang · 0 citations