Majorize–Minimize Adapted Metropolis–Hastings Algorithm
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DOI: 10.1109/tsp.2020.2983150
Abstract: The dimension and the complexity of inference problems have dramatically increased in statistical signal processing. It thus becomes mandatory to design improved proposal schemes in Metropolis-Hastings algorithms, providing large proposal transitions that are accepted with… read more here.
Keywords: metropolis hastings; hastings algorithm; majorize minimize; minimize adapted ... See more keywords