ASYMPTOTICALLY INDEPENDENT MARKOV SAMPLING: A NEW MARKOV CHAIN MONTE CARLO SCHEME FOR BAYESIAN INFERENCE
ASYMPTOTICALLY INDEPENDENT MARKOV SAMPLING: A NEW MARKOV CHAIN MONTE CARLO SCHEME FOR BAYESIAN INFERENCE
In Bayesian inference, many problems can he expressed as the evaluation of the expectation of an uncertain quantity of interest with respect to the posterior distribution based on relevant data. Standard Monte Carlo method is often not applicable because the encountered posterior distributions cannot be sampled directly. In this case, …