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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Alenlov, J, Doucet, A, Lindsten, F
Fformat:	Journal article
Iaith:	English
Cyhoeddwyd:	Journal of Machine Learning Research 2021

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