We study the integration of functions with respect to an unknown density. Information is available as oracle calls to the integrand and to the nonnormalized density function. We ar...
Recently developed adaptive Markov chain Monte Carlo (MCMC) methods have been applied successfully to many problems in Bayesian statistics. Grapham is a new open source implementat...
This tutorial was held within the Maths Club at the University of Leeds
Topics covered (briefly):
Monte Carlo Integration
Markov Chain
Markov Chain Monte Carlo Sampling
Metrop...
We present a general framework for defining priors on model structure and sampling from the posterior using the Metropolis-Hastings algorithm. The key ideas are that structure pri...
Abstract— We present a unifying framework for continuous optimization and sampling. This framework is based on Gaussian Adaptation (GaA), a search heuristic developed in the late...