Sampling Unnormalized Probabilities: An Alternative to the Metropolis-Hastings Algorithm.

Stephen G. Walker

Published in: SIAM J. Sci. Comput. (2014)

Keyphrases

metropolis hastings algorithm
parameter estimation
markov chain monte carlo
probability distribution
monte carlo
feature selection
least squares
higher order
parameter space
conditional probabilities
belief networks
random sampling
gene regulatory networks