Turning Simulation into Estimation: Generalized Exchange Algorithms for Exponential Family Models
نویسندگان
چکیده
منابع مشابه
Turning Simulation into Estimation: Generalized Exchange Algorithms for Exponential Family Models
The Single Variable Exchange algorithm is based on a simple idea; any model that can be simulated can be estimated by producing draws from the posterior distribution. We build on this simple idea by framing the Exchange algorithm as a mixture of Metropolis transition kernels and propose strategies that automatically select the more efficient transition kernels. In this manner we achieve signifi...
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ژورنال
عنوان ژورنال: PLOS ONE
سال: 2017
ISSN: 1932-6203
DOI: 10.1371/journal.pone.0169787