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The Polya Tree Sampler: Towards Efficient and Automatic Independent Metropolis-Hastings Proposals
We present a simple, efficient, and computationally cheap sampling method for exploring an un-normalized multivariate density on ℝ(d), such as a posterior density, called the Polya tree sampler. The algorithm constructs an independent proposal based on an approximation of the target density. The app...
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| Main Authors: | , , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
2011
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| Fag: | |
| Online adgang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3226339/ https://ncbi.nlm.nih.gov/pubmed/22135487 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1198/jcgs.2010.09115 |
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