Annealed Importance Sampling Reversible Jump MCMC Algorithms
نویسندگان
چکیده
منابع مشابه
Reversible jump MCMC
Statistical problems where ‘the number of things you don’t know is one of the things you don’t know’ are ubiquitous in statistical modelling. They arise both in traditional modelling situations such as variable selection in regression, and in more novel methodologies such as object recognition, signal processing, and Bayesian nonparametrics. All such ‘trans-dimensional’ problems can be formulat...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2013
ISSN: 1061-8600,1537-2715
DOI: 10.1080/10618600.2013.805651