Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo (Q637987): Difference between revisions

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+https://doi.org/10.1007/s11222-010-9192-1
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+W2146960149
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+An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
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+Does Waste Recycling Really Improve the Multi-Proposal Metropolis–Hastings algorithm? an Analysis Based on Control Variates
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+Analysis of parallel replicated simulations under a completion time constraint
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+Delayed rejection in reversible jump Metropolis-Hastings
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+On the swapping algorithm
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+A Stochastic Approximation Method
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+Weak convergence and optimal scaling of random walk Metropolis algorithms
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+Optimal Scaling of Discrete Approximations to Langevin Diffusions
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+Optimal scaling for various Metropolis-Hastings algorithms.
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+Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
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+Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions
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+Sufficient conditions for torpid mixing of parallel and simulated tempering
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+On swapping and simulated tempering algorithms.
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+Publication:637987