Sequential Monte Carlo with transformations.
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ABSTRACT:
SUBMITTER: Everitt RG
PROVIDER: S-EPMC7026014 | biostudies-literature | 2020
REPOSITORIES: biostudies-literature
Publications
Sequential Monte Carlo with transformations.
Everitt Richard G RG Culliford Richard R Medina-Aguayo Felipe F Wilson Daniel J DJ
Statistics and computing 20191117 3
This paper examines methodology for performing Bayesian inference sequentially on a sequence of posteriors on spaces of different dimensions. For this, we use sequential Monte Carlo samplers, introducing the innovation of using deterministic transformations to move particles effectively between target distributions with different dimensions. This approach, combined with adaptive methods, yields an extremely flexible and general algorithm for Bayesian model comparison that is suitable for use in ...[more]
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