Affine Invariant Interacting Langevin Dynamics for Bayesian Inference
نویسندگان
چکیده
منابع مشابه
Bayesian inference for pairwise interacting point processes
Pairwise interacting point processes are commonly used to model spatial point patterns. To perform inference, the established frequentist methods can produce good point estimates when the interaction in the data is moderate, but some methods may produce severely biased estimates when there is strong interaction present in the data. Furthermore, because the sampling distributions of the estimate...
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ژورنال
عنوان ژورنال: SIAM Journal on Applied Dynamical Systems
سال: 2020
ISSN: 1536-0040
DOI: 10.1137/19m1304891