Sequential Monte Carlo on large binary sampling spaces
نویسندگان
چکیده
منابع مشابه
Sequential Monte Carlo on large binary sampling spaces
A Monte Carlo algorithm is said to be adaptive if it automatically calibrates its current proposal distribution using past simulations. The choice of the parametric family that defines the set of proposal distributions is critical for good performance. In this paper, we present such a parametric family for adaptive sampling on high-dimensional binary spaces. A practical motivation for this prob...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2011
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-011-9299-z