Bayesian Trend Filtering via Proximal Markov Chain Monte Carlo (Q6180725)
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scientific article; zbMATH DE number 7792030
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Trend Filtering via Proximal Markov Chain Monte Carlo |
scientific article; zbMATH DE number 7792030 |
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Bayesian Trend Filtering via Proximal Markov Chain Monte Carlo (English)
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22 January 2024
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convex optimization
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epigraphs
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Moreau-Yosida envelope
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Hamiltonian Monte Carlo
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trend filtering
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