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Extended Stochastic Gradient MCMC for Large-Scale Bayesian Variable Selection

Stochastic gradient Markov chain Monte Carlo (MCMC) algorithms have received much attention in Bayesian computing for big data problems, but they are only applicable to a small class of problems for which the parameter space has a fixed dimension and the log-posterior density is differentiable with...

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Detalles Bibliográficos
Publicado en:Biometrika
Autores principales: Song, Qifan, Sun, Yan, Ye, Mao, Liang, Faming
Formato: Artigo
Lenguaje:Inglês
Publicado: 2020
Materias:
Acceso en línea:https://ncbi.nlm.nih.gov/pmc/articles/PMC8302213/
https://ncbi.nlm.nih.gov/pubmed/34305153
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/asaa029
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