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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...

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Detalles Bibliográficos
Autores principales:	Rao, Vinayak, Lin, Lizhen, Dunson, David B.
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Oxford University Press 2016
Materias:	Articles
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

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