Auxiliary gradient-based sampling algorithms

Titsias, MK; Papaspiliopoulos, O

Papaspiliopoulos, O (reprint author), Pompeu Fabra Univ, Dept Econ & Business, Ramon Trias Fargas 25-27, Barcelona 8005, Spain.

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2018; 80 (4): 749

Abstract

We introduce a new family of Markov chain Monte Carlo samplers that combine auxiliary variables, Gibbs sampling and Taylor expansions of the target de......

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