Discontinuous Hamiltonian Monte Carlo for discrete parameters and discontinuous likelihoods

Nishimura, A; Dunson, DB; Lu, JF

Nishimura, A (corresponding author), Univ Calif Los Angeles, Dept Biomath, 695 Charles E Young Dr S, Los Angeles, CA 90095 USA.

BIOMETRIKA, 2020; 107 (2): 365

Abstract

Hamiltonian Monte Carlo has emerged as a standard tool for posterior computation. In this article we present an extension that can efficiently explore......

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