Discontinuous Hamiltonian Monte Carlo for discrete parameters and discontinuous likelihoods
نویسندگان
چکیده
منابع مشابه
Monte Carlo methods for discontinuous media
This note aims to give a brief account on some recent progress of the simulation techniques of stochastic processes associated to divergence-form opertors with discontinuous coefficients, such as the one used in the Darcy law.
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ژورنال
عنوان ژورنال: Biometrika
سال: 2020
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asz083