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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...

Deskribapen osoa

Gorde:
Xehetasun bibliografikoak
Egile Nagusiak: Hanson, Timothy E., Monteiro, João V. D., Jara, Alejandro
Formatua: Artigo
Hizkuntza:Inglês
Argitaratua: 2011
Gaiak:
Sarrera elektronikoa: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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