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Local Derivative-Free Approximation of Computationally Expensive Posterior Densities
Bayesian inference using Markov chain Monte Carlo (MCMC) is computationally prohibitive when the posterior density of interest, π, is computationally expensive to evaluate. We develop a derivative-free algorithm GRIMA to accurately approximate π by interpolation over its high-probability density (HP...
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| 發表在: | J Comput Graph Stat |
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| Main Authors: | , , |
| 格式: | Artigo |
| 語言: | Inglês |
| 出版: |
2012
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| 主題: | |
| 在線閱讀: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5978778/ https://ncbi.nlm.nih.gov/pubmed/29861616 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/10618600.2012.681255 |
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