Pseudo-marginal Hamiltonian Monte Carlo

Bayesian inference in the presence of an intractable likelihood function is computationally challenging. When following a Markov chain Monte Carlo (MCMC) approach to approximate the posterior distribution in this context, one typically either uses MCMC schemes which target the joint posterior of the...

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Autori principali: Alenlov, J, Doucet, A, Lindsten, F
Natura: Journal article
Lingua:English
Pubblicazione: Journal of Machine Learning Research 2021