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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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Publicado en:R Soc Open Sci
Autores principales: Pooley, C. M., Bishop, S. C., Doeschl-Wilson, A., Marion, G.
Formato: Artigo
Lenguaje:Inglês
Publicado: The Royal Society 2019
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Acceso en línea: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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