Unbiased Markov chain Monte Carlo for intractable target distributions
نویسندگان
چکیده
منابع مشابه
An Efficient Markov Chain Monte Carlo Method for Distributions with Intractable Normalising Constants
We present new methodology for drawing samples from a posterior distribution when (i) the likelihood function or (ii) a part of the prior distribution is only specified up to a normalising constant. In the case (i), the novelty lies in the introduction of an auxiliary variable in a Metropolis-Hastings algorithm and the choice of proposal distribution so that the algorithm does not depend upon t...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2020
ISSN: 1935-7524
DOI: 10.1214/20-ejs1727