MCMC methods for functions modifying old algorithms to make them faster
Many problems arising in applications result in the need to probe a probability distribution for functions. Examples include Bayesian nonparametric statistics and conditioned diffusion processes. Standard MCMC algorithms typically become arbitrarily slow under the mesh refinement dictated by nonpara...
| Main Authors: | , , , |
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| Format: | Journal article |
| Published: |
2012
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