Adaptive MCMC with online relabeling

DOI10.3150/13-BEJ578zbMath1386.65011arXiv1210.2601OpenAlexW3103488302MaRDI QIDQ2515500

Gersende Fort, Olivier Cappé, Rémi Bardenet, Balázs Kégl

Publication date: 5 August 2015

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.2601

zbMATH Keywords

stochastic approximationvector quantizationadaptive Markov chain Monte Carlolabel-switching

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05)

Related Items (2)

Anchored Bayesian Gaussian mixture models ⋮ Adaptive MCMC with online relabeling

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