A framework for adaptive MCMC targeting multimodal distributions
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Publication:2215766
DOI10.1214/19-AOS1916zbMath1486.62009arXiv1812.02609OpenAlexW3087616194MaRDI QIDQ2215766
Krzysztof Łatuszyński, Emilia Pompe, Christopher C. Holmes
Publication date: 14 December 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.02609
Computational methods in Markov chains (60J22) Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
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Uses Software
Cites Work
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