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...

Бүрэн тодорхойлолт

Номзүйн дэлгэрэнгүй
Үндсэн зохиолчид:	Alenlov, J, Doucet, A, Lindsten, F
Формат:	Journal article
Хэл сонгох:	English
Хэвлэсэн:	Journal of Machine Learning Research 2021

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