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Generating MCMC proposals by randomly rotating the regular simplex
We present the simplicial sampler, a class of parallel MCMC methods that generate and choose from multiple proposals at each iteration. The algorithm’s multiproposal randomly rotates a simplex connected to the current Markov chain state in a way that inherently preserves symmetry between proposals....
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
2023
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10553364/ https://www.ncbi.nlm.nih.gov/pubmed/37799825 http://dx.doi.org/10.1016/j.jmva.2022.105106 |