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Conference Papers Year : 2012

Adaptive Metropolis with online relabeling

Abstract

We propose a novel adaptive MCMC algorithm named AMOR for efficiently simulating from permutation-invariant targets occurring in, for example, Bayesian analysis of mixture models.
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Dates and versions

in2p3-00698479 , version 1 (16-05-2012)

Identifiers

  • HAL Id : in2p3-00698479 , version 1

Cite

R. Bardenet, O. Cappé, Gersende Fort, Balázs Kégl. Adaptive Metropolis with online relabeling. Fifteenth International Conference on Artificial Intelligence and Statistics, Apr 2012, La Palma, Spain. pp.91-99. ⟨in2p3-00698479⟩
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