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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
2019
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| Materias: | |
| 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 |