Advances in Generalised Metropolis-Hastings Algorithms

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：zjbme2010

【摘要】

：

　　A recent generalization of the Metropolis−Hastings algorithm allows for parallelizing a single chain using existing MCMC methods(Calderhead,PNAS,2014).

【作者】

：

Calderhead Ben

【机构】

：

Imperial College London

【出处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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　　A recent generalization of the Metropolis−Hastings algorithm allows for parallelizing a single chain using existing MCMC methods(Calderhead,PNAS,2014).

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Advances in Generalised Metropolis-Hastings Algorithms

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