Searching for efficient Markov chain Monte Carlo proposal kernels
نویسندگان
چکیده
منابع مشابه
Searching for efficient Markov chain Monte Carlo proposal kernels.
Markov chain Monte Carlo (MCMC) or the Metropolis-Hastings algorithm is a simulation algorithm that has made modern Bayesian statistical inference possible. Nevertheless, the efficiency of different Metropolis-Hastings proposal kernels has rarely been studied except for the Gaussian proposal. Here we propose a unique class of Bactrian kernels, which avoid proposing values that are very close to...
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ژورنال
عنوان ژورنال: Proceedings of the National Academy of Sciences
سال: 2013
ISSN: 0027-8424,1091-6490
DOI: 10.1073/pnas.1311790110