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Posterior-based proposals for speeding up Markov chain Monte Carlo

Markov chain Monte Carlo (MCMC) is widely used for Bayesian inference in models of complex systems. Performance, however, is often unsatisfactory in models with many latent variables due to so-called poor mixing, necessitating the development of application-specific implementations. This paper intro...

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Détails bibliographiques
Publié dans:R Soc Open Sci
Auteurs principaux: Pooley, C. M., Bishop, S. C., Doeschl-Wilson, A., Marion, G.
Format: Artigo
Langue:Inglês
Publié: The Royal Society 2019
Sujets:
Accès en ligne:https://ncbi.nlm.nih.gov/pmc/articles/PMC6894579/
https://ncbi.nlm.nih.gov/pubmed/31827823
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1098/rsos.190619
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