Adaptive independent sticky MCMC algorithms - Martino, Luca; Casarin, Roberto; Leisen, Fabrizio; Luengo, David (EURASIP journal on advances in signal processing, 2018)
Keywords: Adaptive Markov chain Monte Carlo (MCMC); Adaptive rejection Metropolis sampling (ARMS); Advanced Computational Methods for Bayesian Signal Processing; Algorithms; Analysis; Bayesian inference; Cost control; Distribution (Probability theory); Engineering; Gibbs sampling; Machine learning; Markov processes; Metropolis-within-Gibbs; Monte Carlo method; Monte Carlo methods; Quantum Information Technology; Signal processing; Signal,Image and Speech Processing; Spintronics; Monte Carlo methods; Adaptive rejection Metropolis sampling (ARMS); Metropolis-within-Gibbs; Hit and run algorithm; Bayesian inference; Gibbs sampling; Adaptive Markov chain Monte Carlo (MCMC)