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Bayesian learning in undirected graphical models: approximate MCMC algorithms
Bayesian learning in undirected graphical models—computing posterior distributions over parameters and predictive quantities—is exceptionally difficult. We conjecture that for general undirected models, there are no tractable ...
Note on rejection sampling and exact sampling with the Metropolised independence sampler
This short note shows a close relationship between standard rejection sampling and exact sampling by coupling from the past applied to a Metropolised independence sampler. I now know that this idea, first presented as a ...