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Applying diffusion-based Markov chain Monte Carlo

We examine the performance of a strategy for Markov chain Monte Carlo (MCMC) developed by simulating a discrete approximation to a stochastic differential equation (SDE). We refer to the approach as diffusion MCMC. A variety of motivations for the approach are reviewed in the context of Bayesian ana...

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Bibliografiske detaljer
Udgivet i:PLoS One
Main Authors: Herbei, Radu, Paul, Rajib, Berliner, L. Mark
Format: Artigo
Sprog:Inglês
Udgivet: Public Library of Science 2017
Fag:
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC5354282/
https://ncbi.nlm.nih.gov/pubmed/28301529
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0173453
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