Hoogerheide, L.F.; Kaashoek, J.F.; Dijk, H.K. van - Erasmus University Rotterdam, Econometric Institute - 2003
In Hoogerheide, Kaashoek and Van Dijk (2002) the class of neural network sampling methods is introduced to sample from a target (posterior) distribution that may be multi-modal or skew, or exhibit strong correlation among the parameters. In these methods the neural network is used as an...