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...
Автори: | , , |
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Формат: | Journal article |
Мова: | English |
Опубліковано: |
2002
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