Output-sensitive Adaptive Metropolis-Hastings for probabilistic programs
We introduce an adaptive output-sensitive Metropolis-Hastings algorithm for probabilistic models expressed as programs, Adaptive Lightweight Metropolis-Hastings (AdLMH). This algorithm extends Lightweight Metropolis-Hastings (LMH) by adjusting the probabilities of proposing random variables for modi...
| Main Authors: | , , , |
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| Format: | Conference item |
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Springer
2015
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