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On free energy barriers in Gaussian priors and failure of cold start MCMC for high-dimensional unimodal distributions
We exhibit examples of high-dimensional unimodal posterior distributions arising in nonlinear regression models with Gaussian process priors for which Markov chain Monte Carlo (MCMC) methods can take an exponential run-time to enter the regions where the bulk of the posterior measure concentrates. O...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
The Royal Society
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10041355/ https://www.ncbi.nlm.nih.gov/pubmed/36970818 http://dx.doi.org/10.1098/rsta.2022.0150 |