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...

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Bibliographic Details
Main Authors: Doucet, A, Godsill, S, Robert, C
Format: Journal article
Language:English
Published: 2002