Ontology highlight
ABSTRACT:
SUBMITTER: Titsias MK
PROVIDER: S-EPMC5796496 | biostudies-literature | 2017
REPOSITORIES: biostudies-literature
Titsias Michalis K MK Yau Christopher C
Journal of the American Statistical Association 20170903 520
We introduce the Hamming ball sampler, a novel Markov chain Monte Carlo algorithm, for efficient inference in statistical models involving high-dimensional discrete state spaces. The sampling scheme uses an auxiliary variable construction that adaptively truncates the model space allowing iterative exploration of the full model space. The approach generalizes conventional Gibbs sampling schemes for discrete spaces and provides an intuitive means for user-controlled balance between statistical ef ...[more]