Automatic Tempered Posterior Distributions for Bayesian Inversion Problems
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- Pierre Del Moral & Arnaud Doucet & Ajay Jasra, 2006. "Sequential Monte Carlo samplers," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(3), pages 411-436, June.
- N. Friel & A. N. Pettitt, 2008. "Marginal likelihood estimation via power posteriors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(3), pages 589-607, July.
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- Curbelo Benitez, Ernesto Angel & Martino, Luca & Llorente Fernandez, Fernando, 2023. "Adaptive posterior distributions for covariance matrix learning in Bayesian inversion problems for multioutput signals," DES - Working Papers. Statistics and Econometrics. WS 37391, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
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Keywords
Bayesian inference; importance sampling; MCMC; inversion problems;All these keywords.
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