Noisy Hamiltonian Monte Carlo for Doubly Intractable Distributions

DOI10.1080/10618600.2018.1506346MaRDI QIDQ3391199zbMATH OpenOpenAlexWikidataFDO

Authors Julien Stoehr, Nial Friel, A. P. Benson

Publication date 28 March 2022

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1706.10096

zbMATH Keywords

Markov chain Monte CarloBayesian inferenceHamiltonian Monte Carlointractable likelihoodMarkov random fields

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(2)

• On the normalized power prior
• Efficient MCMC for Gibbs random fields using pre-computation

Describes a project that uses

Uses Software

• Stan
• Cubature
• Bergm
• NUTS

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