The Hamming Ball Sampler
汉明球采样器
We introduce the Hamming ball sampler, a novel Markov chain Monte Carlo algorithm, for efficient inference in statistical models involving high-dimensional discrete state spaces. The sampling scheme uses an auxiliary variable construction that adaptively truncates the model space allowing iterative exploration of the full model space. The approach generalizes conventional Gibbs sampling schemes for discrete spaces and provides an intuitive means for user-controlled balance…