Accelerating Pseudo-Marginal MCMC using Gaussian Processes

By Drovandi Christopher, Boys Richard, and Moores Matthew
Working Paper (2017)

  • Christopher Drovandi

    Queensland University of Technology

    Australia

Created

July 13, 2017

Last update

July 13, 2017

Software

Matlab

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169

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121

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6

Description

A hyperplanes intersection simulated annealing algorithm for maximum score estimation

SSRN (2017)

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