On Extended State-Space Constructions for Monte Carlo Methods
نویسندگان
چکیده
منابع مشابه
Pseudo-extended Markov chain Monte Carlo
Sampling from the posterior distribution using Markov chain Monte Carlo (MCMC) methods can require an exhaustive number of iterations to fully explore the correct posterior. This is often the case when the posterior of interest is multi-modal, as the MCMC sampler can become trapped in a local mode for a large number of iterations. In this paper, we introduce the pseudo-extended MCMC method as a...
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