Tag: jeffreys

  • A Metropolis-Adjusted Langevin Algorithm for Sampling Jeffreys Prior

    A Metropolis-Adjusted Langevin Algorithm for Sampling Jeffreys Prior arXiv:2504.06372v1 Announce Type: cross Abstract: Inference and estimation are fundamental aspects of statistics, system identification and machine learning. For most inference problems, prior knowledge is available on the system to be modeled, and Bayesian analysis is a natural framework to impose such prior information in the form…