DrSMC : a sequential Monte Carlo sampler for deterministic relationships on continuous random variables
Computing posterior distributions over variables linked by deterministic constraints is a recurrent problem in Bayesian analysis. Such problems can arise due to censoring, identifiability issues, or other considerations. It is well-known that standard implementations of Monte Carlo inference strateg...
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| Language: | English |
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University of British Columbia
2015
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| Online Access: | http://hdl.handle.net/2429/54647 |