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Efficient Interpolation of Computationally Expensive Posterior Densities With Variable Parameter Costs
Markov chain Monte Carlo (MCMC) is nowadays a standard approach to numerical computation of integrals of the posterior density π of the parameter vector η. Unfortunately, Bayesian inference using MCMC is computationally intractable when the posterior density π is expensive to evaluate. In many such...
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| Gepubliceerd in: | J Comput Graph Stat |
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| Hoofdauteurs: | , , |
| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
2012
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| Onderwerpen: | |
| Online toegang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5978746/ https://ncbi.nlm.nih.gov/pubmed/29861615 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1198/jcgs.2011.09212 |
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