Kernel Adaptive Metropolis-HastingsDownload PDFOpen Website

Dino Sejdinovic, Heiko Strathmann, Maria Lomeli Garcia, Christophe Andrieu, Arthur Gretton

2014 (modified: 11 Nov 2022)ICML 2014Readers: Everyone
Abstract: A Kernel Adaptive Metropolis-Hastings algorithm is introduced, for the purpose of sampling from a target distribution with strongly nonlinear support. The algorithm embeds the trajectory of the Mar...
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