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...

Bibliografski detalji
Glavni autori:	Alenlov, J, Doucet, A, Lindsten, F
Format:	Journal article
Jezik:	English
Izdano:	Journal of Machine Learning Research 2021

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