Proximal nested sampling for high-dimensional Bayesian model selection

DOI10.1007/s11222-022-10152-9zbMath1496.62005arXiv2106.03646OpenAlexW4301595278MaRDI QIDQ2084321

Marcelo Pereyra, Xiaohao Cai, Jason D. McEwen

Publication date: 18 October 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.03646

zbMATH Keywords

model selectioninverse problemsmarginal likelihoodnested samplingMCMC samplingBayesian evidenceproximal optimisation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15)

Related Items (3)

A Proximal Markov Chain Monte Carlo Method for Bayesian Inference in Imaging Inverse Problems: When Langevin Meets Moreau ⋮ Smoothing unadjusted Langevin algorithms for nonsmooth composite potential functions ⋮ The Split Gibbs Sampler Revisited: Improvements to Its Algorithmic Structure and Augmented Target Distribution

Uses Software

• UNLocBoX
• MultiNest

Cites Work

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