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    2010
    ACM
    105views Applied Computing» more  SAC 2010»
    Importance tempering
    13 years 9 months ago
    Importance tempering
    Download  www.statslab.cam.ac.uk
    Simulated tempering (ST) is an established Markov Chain Monte Carlo (MCMC) methodology for sampling from a multimodal density π(θ). The technique involves introducing an auxilia...
    Robert B. Gramacy, Richard Samworth, Ruth King
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