Marginal maximum a posteriori estimation using Markov chain Monte Carlo

Markov chain Monte Carlo (MCMC) methods, while facilitating the solution of many complex problems in Bayesian inference, are not currently well adapted to the problem of marginal maximum a posteriori (MMAP) estimation, especially when the number of parameters is large. We present here a simple and n...

Повний опис

Бібліографічні деталі
Автори: Doucet, A, Godsill, S, Robert, C
Формат: Journal article
Мова:English
Опубліковано: 2002