Adaptive Incremental Mixture Markov Chain Monte Carlo

We propose adaptive incremental mixture Markov chain Monte Carlo (AIMM), a novel approach to sample from challenging probability distributions defined on a general state-space. While adaptive MCMC methods usually update a parametric proposal kernel with a global rule, AIMM locally adapts a semiparam...

Descripción completa

Detalles Bibliográficos
Autores principales: Maire, Florian, Friel, Nial, Mira, Antonietta, Raftery, Adrian E.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: 2019
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7224357/
https://www.ncbi.nlm.nih.gov/pubmed/32410811
http://dx.doi.org/10.1080/10618600.2019.1598872

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7224357/
https://www.ncbi.nlm.nih.gov/pubmed/32410811
http://dx.doi.org/10.1080/10618600.2019.1598872

Ejemplares similares