Properties of the bridge sampler with a focus on splitting the MCMC sample.

Jackie S. T. Wong Jonathan J. Forster Peter W. F. Smith

Published in: Stat. Comput. (2020)

Keyphrases

markov chain monte carlo
monte carlo
markov chain
posterior distribution
database
structural properties
probability distribution
higher order
particle filter
generative model
posterior probability
particle filtering
gibbs sampler