{"title":"Proximal MCMC for Bayesian Inference of Constrained and Regularized Estimation","authors":"Xinkai Zhou, Qiang Heng, Eric C. Chi, Hua Zhou","doi":"10.1080/00031305.2024.2308821","DOIUrl":null,"url":null,"abstract":"This paper advocates proximal Markov Chain Monte Carlo (ProxMCMC) as a flexible and general Bayesian inference framework for constrained or regularized estimation. Originally introduced in the Baye...","PeriodicalId":50801,"journal":{"name":"American Statistician","volume":"154 1","pages":""},"PeriodicalIF":1.8000,"publicationDate":"2024-01-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"American Statistician","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/00031305.2024.2308821","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
This paper advocates proximal Markov Chain Monte Carlo (ProxMCMC) as a flexible and general Bayesian inference framework for constrained or regularized estimation. Originally introduced in the Baye...
期刊介绍:
Are you looking for general-interest articles about current national and international statistical problems and programs; interesting and fun articles of a general nature about statistics and its applications; or the teaching of statistics? Then you are looking for The American Statistician (TAS), published quarterly by the American Statistical Association. TAS contains timely articles organized into the following sections: Statistical Practice, General, Teacher''s Corner, History Corner, Interdisciplinary, Statistical Computing and Graphics, Reviews of Books and Teaching Materials, and Letters to the Editor.