Parallel multivariate slice sampling
نویسندگان
چکیده
منابع مشابه
Parallel multivariate slice sampling
Slice sampling provides an easily implemented method for constructing a Markov chain Monte Carlo (MCMC) algorithm. However, slice sampling has two major drawbacks: (i) it requires repeated evaluation of likelihoods for each update, which can make it impractical when evaluations are expensive or as the number of evaluations grows (geometrically) with the dimension of the slice sampler, and (ii) ...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2010
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-010-9178-z