Improving SAMC using smoothing methods: Theory and applications to Bayesian model selection problems
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Publication:834357
DOI10.1214/07-AOS577zbMath1182.62162arXiv0908.3553MaRDI QIDQ834357
Publication date: 19 August 2009
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0908.3553
60J22: Computational methods in Markov chains
62F15: Bayesian inference
65C05: Monte Carlo methods
65C40: Numerical analysis or methods applied to Markov chains
62L20: Stochastic approximation
Related Items
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Uses Software
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