Discontinuous Hamiltonian Monte Carlo for discrete parameters and discontinuous likelihoods
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Publication:5113016
DOI10.1093/biomet/asz083zbMath1441.62079arXiv1705.08510OpenAlexW2795604964WikidataQ126466864 ScholiaQ126466864MaRDI QIDQ5113016
Akihiko Nishimura, David B. Dunson, Jian-feng Lu
Publication date: 9 June 2020
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.08510
Markov chain Monte CarloBayesian inferencegeometric numerical integrationmeasure-valued differential equation
Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)
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