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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 w...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: Yang, Ziheng, Rodríguez, Carlos E.
Format: Artigo
Sprache:Inglês
Veröffentlicht: National Academy of Sciences 2013
Schlagworte:
Online Zugang:https://ncbi.nlm.nih.gov/pmc/articles/PMC3845170/
https://ncbi.nlm.nih.gov/pubmed/24218600
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1073/pnas.1311790110
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