Gradient-free MCMC methods for dynamic causal modelling.
Neuroimage
; 112: 375-381, 2015 May 15.
Article
em En
| MEDLINE
| ID: mdl-25776212
ABSTRACT
In this technical note we compare the performance of four gradient-free MCMC samplers (random walk Metropolis sampling, slice-sampling, adaptive MCMC sampling and population-based MCMC sampling with tempering) in terms of the number of independent samples they can produce per unit computational time. For the Bayesian inversion of a single-node neural mass model, both adaptive and population-based samplers are more efficient compared with random walk Metropolis sampler or slice-sampling; yet adaptive MCMC sampling is more promising in terms of compute time. Slice-sampling yields the highest number of independent samples from the target density - albeit at almost 1000% increase in computational time, in comparison to the most efficient algorithm (i.e., the adaptive MCMC sampler).
Texto completo:
1
Coleções:
01-internacional
Base de dados:
MEDLINE
Assunto principal:
Processamento de Imagem Assistida por Computador
/
Método de Monte Carlo
/
Cadeias de Markov
/
Modelos Neurológicos
Tipo de estudo:
Health_economic_evaluation
/
Prognostic_studies
Limite:
Humans
Idioma:
En
Revista:
Neuroimage
Assunto da revista:
DIAGNOSTICO POR IMAGEM
Ano de publicação:
2015
Tipo de documento:
Article