Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: Monte Carlo (MC) methods are commonly used in Bayesian signal processing to address complex inference problems. The performance of any MC scheme depends on the similarity beten the proposal (chosen by the user) and the target (which depends on the problem). In order to address this issue, many adaptive MC approaches have been developed to construct the proposal density iteratively. ,  focus on adaptive Markov chain MC (MCMC) algorithms, introducing a novel class of adaptive proposal functions that progressively “stick” to the target. This proposed class of sticky MCMC methods converge very fast to the target, thus being able to generate virtually independent samples after a few iterations. Numerical simulations illustrate the excellent performance of the sticky proposals when compared to other adaptive and non-adaptive schemes.
['Luca Martino', 'Roberto Casarin', 'David Luengo']
I am writing a research paper on a idea Sticky proposal densities for adaptive MCMC methods
[{"from": "human", "value": "I am writing a research paper on a idea Sticky proposal densities for adaptive MCMC methods"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: Monte Carlo (MC) methods are commonly used in Bayesian signal processing to address complex inference problems. The performance of any MC scheme depends on the similarity beten the proposal (chosen by the user) and the target (which depends on the problem). In order to address this issue, many adaptive MC approaches have been developed to construct the proposal density iteratively. ,  focus on adaptive Markov chain MC (MCMC) algorithms, introducing a novel class of adaptive proposal functions that progressively \u201cstick\u201d to the target. This proposed class of sticky MCMC methods converge very fast to the target, thus being able to generate virtually independent samples after a few iterations. Numerical simulations illustrate the excellent performance of the sticky proposals when compared to other adaptive and non-adaptive schemes."}]