Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains
Piecewise Deterministic Monte Carlo algorithms enable simulation from a posterior distribution, whilst only needing to access a sub-sample of data at each iteration. We show how they can be implemented in settings where the parameters live on a restricted domain.
| Κύριοι συγγραφείς: | , , , , , , , |
|---|---|
| Μορφή: | Journal article |
| Γλώσσα: | English |
| Έκδοση: |
Elsevier
2018
|