@article{marnissi:hal-01797093, TITLE = {{An Auxiliary Variable Method for Markov Chain Monte Carlo Algorithms in High Dimension}}, AUTHOR = {Marnissi, Yosra and Chouzenoux, Emilie and Benazza-Benyahia, Amel and Pesquet, Jean-Christophe}, URL = {https://hal.science/hal-01797093}, JOURNAL = {{Entropy}}, PUBLISHER = {{MDPI}}, VOLUME = {20}, NUMBER = {2}, PAGES = {110}, YEAR = {2018}, DOI = {10.3390/e20020110}, KEYWORDS = {Gaussian models ; MCMC ; Bayesian methods ; large scale problems ; data augmentation ; auxiliary variables}, PDF = {https://hal.science/hal-01797093/file/entropy-20-00110-v3.pdf}, HAL_ID = {hal-01797093}, HAL_VERSION = {v1}, }