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Get The Polya Tree Sampler - Facultad De Matem Ticas. Pontificia ... - Mat Puc

Resent a simple, efficient, and computationally cheap sampling method for exploring an unnormalized multivariate density on Rd , such as a posterior density, called the Polya tree sampler. The algorithm constructs an independent proposal based on an approximation of the target density. The approximation is built from a set of (initial) support points data that act as parameters for the approximation and the predictive density of a finite multivariate Polya tree. In an initial warming-.

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