Automated Parameter Blocking for Efficient Markov Chain Monte Carlo Sampling
نویسندگان
چکیده
منابع مشابه
Markov Chain Monte Carlo and Gibbs Sampling
A major limitation towards more widespread implementation of Bayesian approaches is that obtaining the posterior distribution often requires the integration of high-dimensional functions. This can be computationally very difficult, but several approaches short of direct integration have been proposed (reviewed by Smith 1991, Evans and Swartz 1995, Tanner 1996). We focus here on Markov Chain Mon...
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A major limitation towards more widespread implementation of Bayesian approaches is that obtaining the posterior distribution often requires the integration of high-dimensional functions. This can be computationally very difficult, but several approaches short of direct integration have been proposed (reviewed by Smith 1991, Evans and Swartz 1995, Tanner 1996). We focus here on Markov Chain Mon...
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2017
ISSN: 1936-0975
DOI: 10.1214/16-ba1008