Adaptive independence samplers
نویسندگان
چکیده
منابع مشابه
Adaptive independence samplers
Markov chain Monte Carlo (MCMC) is an important computational technique for generating samples from non-standard probability distributions. A major challenge in the design of practical MCMC samplers is to achieve efficient convergence and mixing properties. One way to accelerate convergence and mixing is to adapt the proposal distribution in light of previously sampled points, thus increasing t...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2008
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-008-9070-2