连接两个蒙特卡罗采样器的之字形路径：与片断确定性马尔可夫过程相对应的哈密顿过程

IF 3 1区数学 Q1 STATISTICS & PROBABILITY

Journal of the American Statistical Association Pub Date : 2024-09-18 DOI:10.1080/01621459.2024.2395587

Akihiko Nishimura, Zhenyu Zhang, Marc A. Suchard

引用次数: 0

摘要

Zigzag和其他片断确定性马尔可夫过程采样器因其不可逆性和其他贝叶斯后验计算的诱人特性而备受关注。H...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Zigzag path connects two Monte Carlo samplers: Hamiltonian counterpart to a piecewise deterministic Markov process

Zigzag and other piecewise deterministic Markov process samplers have attracted significant interest for their non-reversibility and other appealing properties for Bayesian posterior computation. H...

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来源期刊

Journal of the American Statistical Association 数学-统计学与概率论

CiteScore

7.50

自引率

8.10%

发文量

168

审稿时长

12 months

期刊介绍： Established in 1888 and published quarterly in March, June, September, and December, the Journal of the American Statistical Association ( JASA ) has long been considered the premier journal of statistical science. Articles focus on statistical applications, theory, and methods in economic, social, physical, engineering, and health sciences. Important books contributing to statistical advancement are reviewed in JASA . JASA is indexed in Current Index to Statistics and MathSci Online and reviewed in Mathematical Reviews. JASA is abstracted by Access Company and is indexed and abstracted in the SRM Database of Social Research Methodology.