Browsing by Subject "Truncation"

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    • Data augmentation for models based on rejection sampling. 

      Rao, Vinayak; Lin, Lizhen; Dunson, David B (Biometrika, 2016-06)
      We present a data augmentation scheme to perform Markov chain Monte Carlo inference for models where data generation involves a rejection sampling algorithm. Our idea is a simple scheme to instantiate the rejected proposals ...