Pseudo-marginal Hamiltonian Monte Carlo

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...

Полное описание

Библиографические подробности
Главные авторы:	Alenlov, J, Doucet, A, Lindsten, F
Формат:	Journal article
Язык:	English
Опубликовано:	Journal of Machine Learning Research 2021

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