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The Barker proposal: Combining robustness and efficiency in gradient‐based MCMC
There is a tension between robustness and efficiency when designing Markov chain Monte Carlo (MCMC) sampling algorithms. Here we focus on robustness with respect to tuning parameters, showing that more sophisticated algorithms tend to be more sensitive to the choice of step‐size parameter and less r...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
John Wiley and Sons Inc.
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9303935/ https://www.ncbi.nlm.nih.gov/pubmed/35910401 http://dx.doi.org/10.1111/rssb.12482 |