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...

书目详细资料
Main Authors:	Alenlov, J, Doucet, A, Lindsten, F
格式:	Journal article
语言:	English
出版:	Journal of Machine Learning Research 2021

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