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Nathan E Glatt-Holtz1, Andrew J Holbrook2, Justin A Krometis3
1Department of Statistics, Indiana University, Bloomington, IN 47405, USA.
本研究介绍了并行马尔科夫链蒙特卡洛 (pMCMC) 算法的统一框架,开发了新的多提议方法,如多提议预先条件的克兰克-尼科尔森 (mpCN) 采样器,用于复杂的贝叶斯推理问题.
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