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Cost free hyper-parameter selection/averaging for Bayesian inverse problems with vanilla and Rao-Blackwellized SMC samplers

Alessandro Viani, Adam M. Johansen, Alberto Sorrentino. Cost free hyper-parameter selection/averaging for Bayesian inverse problems with vanilla and Rao-Blackwellized SMC samplers. Statistics and Computing, 33(6):126, December 2023. [doi]

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