On some asymptotic properties of the expectation-maximization algorithm and the Metropolis-Hastings algorithm [PDF]
研吾 鎌谷
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Ising Hamiltonians for Constrained Combinatorial Optimization Problems and the Metropolis‐Hastings Warm‐Starting Algorithm [PDF]
Huimin Li +3 more
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AdvNF: Reducing mode collapse in conditional normalising flows using adversarial learning
Deep generative models complement Markov-chain-Monte-Carlo methods for efficiently sampling from high-dimensional distributions. Among these methods, explicit generators, such as Normalising Flows (NFs), in combination with the Metropolis Hastings ...
Vikas Kanaujia, Mathias S. Scheurer, Vipul Arora
doaj +1 more source
This study examines the effects of adjustment costs on investment and the under-utilization of maximum installed capacity within the South Korea using a New Keynesian business cycle with Bayesian approach.
Al Mamun Tuhin G M, Ehsanullah
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Lattice Gaussian Sampling by Markov Chain Monte Carlo: Bounded Distance Decoding and Trapdoor Sampling [PDF]
Sampling from the lattice Gaussian distribution plays an important role in various research fields. In this paper, the Markov chain Monte Carlo (MCMC)-based sampling technique is advanced in several fronts.
Ling, Cong, Wang, Zheng
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Maximal couplings of the Metropolis-Hastings algorithm [PDF]
John R. O’Leary +2 more
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Group Importance Sampling for Particle Filtering and MCMC
Bayesian methods and their implementations by means of sophisticated Monte Carlo techniques have become very popular in signal processing over the last years.
Camps-Valls, G., Elvira, V., Martino, L.
core
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk [PDF]
Adaptive Polar Sampling (APS) is proposed as a Markov chain Monte Carlo method for Bayesian analysis of models with ill-behaved posterior distributions.
Bauwens, L., Bos, C.S., Dijk, H.K. van
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The Hybrid parameter learning algorithm development for dynamic Bayesian network in the context of the Metropolis — Hastings approach [PDF]
Т В Азарнова, P V Polukhin
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