Cargando…
Fast Compression of MCMC Output
We propose cube thinning, a novel method for compressing the output of an MCMC (Markov chain Monte Carlo) algorithm when control variates are available. It allows resampling of the initial MCMC sample (according to weights derived from control variates), while imposing equality constraints on the av...
| Autores principales: | , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2021
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8393937/ https://www.ncbi.nlm.nih.gov/pubmed/34441157 http://dx.doi.org/10.3390/e23081017 |