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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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Bibliographic Details
Published in:R Soc Open Sci
Main Authors: Pooley, C. M., Bishop, S. C., Doeschl-Wilson, A., Marion, G.
Format: Artigo
Language:Inglês
Published: The Royal Society 2019
Subjects:
Online Access: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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