Accelerating Asymptotically Exact MCMC for Computationally Intensive Models via Local Approximations
We construct a new framework for accelerating Markov chain Monte Carlo in posterior sampling problems where standard methods are limited by the computational cost of the likelihood, or of numerical models embedded therein. Our approach introduces local approximations of these models into the Metropo...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
American Statistical Association
2015
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| Online Access: | http://hdl.handle.net/1721.1/99937 https://orcid.org/0000-0001-8242-3290 |