Majorize–Minimize Adapted Metropolis–Hastings Algorithm

DOI10.1109/TSP.2020.2983150OpenAlexW2902039302MaRDI QIDQ5102773

Yosra Marnissi, Emilie Chouzenoux, Amel Benazza-Benyahia, Jean-Christophe Pesquet

Publication date: 23 September 2022

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

Full work available at URL: https://doi.org/10.1109/tsp.2020.2983150

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (5)

Proximal Markov chain Monte Carlo algorithms ⋮ Gradient-based adaptive importance samplers ⋮ Efficient Bayes inference in neural networks through adaptive importance sampling ⋮ Accelerating inference for stochastic kinetic models ⋮ SABRINA: a stochastic subspace majorization-minimization algorithm

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