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...
| Autors principals: | , , |
|---|---|
| Format: | Journal article |
| Idioma: | English |
| Publicat: |
Journal of Machine Learning Research
2021
|