Rate-optimal refinement strategies for local approximation MCMC
Abstract Many Bayesian inference problems involve target distributions whose density functions are computationally expensive to evaluate. Replacing the target density with a local approximation based on a small number of carefully chosen density evaluations can significantly reduce th...
| Autori principali: | , , , |
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| Altri autori: | |
| Natura: | Articolo |
| Lingua: | English |
| Pubblicazione: |
Springer US
2022
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| Accesso online: | https://hdl.handle.net/1721.1/144274 |