Pseudo-Marginal Slice Sampling Iain Murray
1,549 views · Published 16 April 2016 · 32:08 · Indexed 24 October 2026
Channel: bhadeshia123 · 2016 · Education
This talk is about sampling from probability distributions in a challenging setting: we can only compute noisy (but unbiased) estimates of the probability density function at individual settings of variables we choose. Previous work on such "pseudo-marginal" methods have been used in inference problems in genetics, continuous time stochastic processes, hierarchical models, and "doubly-intractable" distributions. I'll present algorithms that are easier to apply than previous work and sometimes work a lot better. Joint work with Matt Graham. http://arxiv.org/abs/1510.02958 rt of a symposium to celebrate the work of Professor Sir David MacKay FRS. The symposium was held over the period 14-15 March 2016. https://mlg.eng.cam.ac.uk/djcms2016/
