The Multiset Sampler
多重集采样器
We introduce the multiset sampler (MSS), a new Metropolis–Hastings algorithm for drawing samples from a posterior distribution. The MSS is designed to be effective when the posterior has the feature that the parameters can be divided into two sets, X, the parameters of interest and Y, the nuisance parameters. We contemplate a sampler that iterates between X moves and Y moves. We consider the case where either (a) Y is discrete and lives on a finite set or (b) Y is continuous…