Orthogonal parallel MCMC methods for sampling and optimization
نویسندگان
چکیده
منابع مشابه
Orthogonal parallel MCMC methods for sampling and optimization
Monte Carlo (MC) methods are widely used in statistics, signal processing and machinelearning. A well-known class of MC methods are Markov Chain Monte Carlo (MCMC)algorithms. In order to foster better exploration of the state space, specially in high-dimensional applications, several schemes employing multiple parallel MCMC chains have beenrecently introduced. In this work, ...
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ژورنال
عنوان ژورنال: Digital Signal Processing
سال: 2016
ISSN: 1051-2004
DOI: 10.1016/j.dsp.2016.07.013