Split-and-Augmented Gibbs Sampler—Application to Large-Scale Inference Problems

DOI10.1109/TSP.2019.2894825zbMath1415.94375arXiv1804.05809OpenAlexW2798247574MaRDI QIDQ4628330

Nicolas Dobigeon, Maxime Vono, Pierre Chainais

Publication date: 6 March 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.05809

Mathematics Subject Classification ID

Analysis of algorithms (68W40) Monte Carlo methods (65C05) Applications of mathematical programming (90C90) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Sampling theory in information and communication theory (94A20)

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