Cargando…

The Hamming Ball Sampler

We introduce the Hamming ball sampler, a novel Markov chain Monte Carlo algorithm, for efficient inference in statistical models involving high-dimensional discrete state spaces. The sampling scheme uses an auxiliary variable construction that adaptively truncates the model space allowing iterative...

Descripción completa

Detalles Bibliográficos
Autores principales: Titsias, Michalis K., Yau, Christopher
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Taylor & Francis 2017
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5796496/
https://www.ncbi.nlm.nih.gov/pubmed/29456460
http://dx.doi.org/10.1080/01621459.2016.1222288