Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo
نویسندگان
چکیده
منابع مشابه
Marginal Markov Chain Monte Carlo Methods
Marginal Data Augmentation and Parameter-Expanded Data Augmentation are related methods for improving the the convergence properties of the two-step Gibbs sampler know as the Data Augmentation sampler. These methods expand the parameter space with a so-callled working parameter that is unidentifiable given the observed data but is identifiable given the so-called augmented data. Although these ...
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2020
ISSN: 0303-6898,1467-9469
DOI: 10.1111/sjos.12492