This version has been developed by Gudkov Nikolay ([email protected]).
See http://a2rms.sourceforge.net/ for info, or
L. Martino, J. Read, D. Luengo, "Independent Doubly Adaptive Rejection Metropolis Sampling within Gibbs Sampling", IEEE Transactions on Signal Processing, Volume 63, Issue 12, Pages: 3123-3138, 2015.
The IA2RMS algorithm have been already applied successfully, e.g., in:
- F. Feng, T. B. Kepler. "Bayesian Estimation of the Active Concentration and Affinity Constants Using Surface Plasmon Resonance Technology". PLoS One. 2015; 10(6): e0130812.
- H. Yang. "Markov Chain Monte Carlo Estimation of Stochastic Volatility Models with Finite and Infinite Activity Lévy Jumps. Evidence for Efficient Models and Algorithms". Doctoral dissertation, Tampere University of Technology 2015.
- P. Garcia-Moreno; A. Artes-Rodriguez; Z. Ghahramani, "Human Activity Recognition by Combining a Small Number of Classifiers". (to appear) IEEE Journal of Biomedical and Health Informatics, 2015.