Reunderstanding Slice Sampling as Parallel MCMC

被引：0
|
作者：
Tran, Khoa T. [1 ]
Ninness, Brett [1 ]
机构：
[1] Univ Newcastle, Sch Elect Engn & Comp Sci, Callaghan, NSW 2308, Australia
来源：
2015 IEEE CONFERENCE ON CONTROL AND APPLICATIONS (CCA 2015) | 2015年
关键词：
MARKOV-CHAINS;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
A robust slice sampler, which guarantees no repeated samples, is found as a special case of Metropolis sampling that can interact with parallel chains to efficiently sample from multi-modal densities even with possibly isolated support sets. The algorithm is completely automated with no tuning required. Implications to particle filtering design for on-line state and parameter joint estimation is also discussed.
引用
收藏
页码：1197 / 1202
页数：6
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