Convergence of Limiting Cases of Continuous-Time, Discrete-Space Jump Processes to Diffusion Processes for Bayesian Inference
Jump-diffusion algorithms are applied to sampling from Bayesian posterior distributions. We consider a class of random sampling algorithms based on continuous-time jump processes. The semigroup theory of random processes lets us show that limiting cases of certain jump processes acting on discretize...
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| Format: | Article |
| Language: | English |
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MDPI AG
2025-03-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/13/7/1084 |
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