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Optimal thinning of MCMC output - MaRDI portal

Optimal thinning of MCMC output

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Publication:6600853

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DOI10.1111/rssb.12503MaRDI QIDQ6600853

Chris J. Oates, Pawel Swietach, Marina Riabiz, Lester Mackey, Wilson Y. Chen, Steven A. Niederer, Jon Cockayne

Publication date: 10 September 2024

Published in: Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

zbMATH Keywords

Markov chain Monte Carlo Stein's method reproducing kernel Bayesian computation greedy optimisation

Mathematics Subject Classification ID

Statistics (62-XX)

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