Algorithm 1.
Shotgun Stochastic Search (SSS)
Choose an initial model k(1) |
For i = 1 to i = N – 1 |
Compute π(k | y) for all k ∈ nbd(k(i)) |
Sample k+, k−, and k0, from Γ+, Γ−, and Γ0, with probabilities proportional to π(k | y) |
Sample k(i+1) from {k+, k−, k0}, with probability proportional to {π(k+ | y), π(k− | y), π(k0 | y)} |