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Data augmentation for models based on rejection sampling
We present a data augmentation scheme to perform Markov chain Monte Carlo inference for models where data generation involves a rejection sampling algorithm. Our idea is a simple scheme to instantiate the rejected proposals preceding each data point. The resulting joint probability over observed and...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Oxford University Press
2016
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4890134/ https://www.ncbi.nlm.nih.gov/pubmed/27279660 http://dx.doi.org/10.1093/biomet/asw005 |