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Automatic regenerative simulation via non-reversible simulated tempering
Journal of the American Statistical Association ( IF 3.7 ) Pub Date : 2024-03-27 , DOI: 10.1080/01621459.2024.2335587 Miguel Biron-Lattes 1 , Trevor Campbell 1 , Alexandre Bouchard-Côté 1
Journal of the American Statistical Association ( IF 3.7 ) Pub Date : 2024-03-27 , DOI: 10.1080/01621459.2024.2335587 Miguel Biron-Lattes 1 , Trevor Campbell 1 , Alexandre Bouchard-Côté 1
Affiliation
Simulated Tempering (ST) is an MCMC algorithm for complex target distributions that operates on a path between the target and a more amenable reference distribution. Crucially, if the reference ena...
中文翻译:
通过不可逆模拟回火进行自动再生模拟
模拟回火 (ST) 是一种针对复杂目标分布的 MCMC 算法,该算法在目标和更适合的参考分布之间的路径上运行。至关重要的是,如果参考文献...
更新日期:2024-03-28
中文翻译:
通过不可逆模拟回火进行自动再生模拟
模拟回火 (ST) 是一种针对复杂目标分布的 MCMC 算法,该算法在目标和更适合的参考分布之间的路径上运行。至关重要的是,如果参考文献...