Optimized Population Monte Carlo
Author:
Affiliation:
1. School of Mathematics, University of Edinburgh, Edinburgh, U.K.
2. Université Paris-Saclay, Inria, Gif-sur-Yvette, France
Funder
Agence Nationale de la Recherche of France
ARL/ARO
European Research Council Starting
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Subject
Electrical and Electronic Engineering,Signal Processing
Link
http://xplorestaging.ieee.org/ielx7/78/9675017/09769890.pdf?arnumber=9769890
Reference57 articles.
1. Langevin-based Strategy for Efficient Proposal Adaptation in Population Monte Carlo
2. Split-and-Augmented Gibbs Sampler—Application to Large-Scale Inference Problems
3. Quasi-Newton methods for Markov chain Monte Carlo;zhang;Proc Neural Inf Process Syst Workshop,0
4. A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion
5. Riemann manifold Langevin and Hamiltonian Monte Carlo methods
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