Bayesian computation: a summary of the current state, and samples backwards and forwards (Q5963784): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W639587122
@@ Property / OpenAlex ID: W639587122 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q59409805
@@ Property / Wikidata QID: Q59409805 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.01148
@@ Property / arXiv ID: 1502.01148 / rank @@
+Normal rank
@@ Property / cites work @@
+An Augmented Lagrangian Approach to the Constrained Optimization Formulation of Imaging Inverse Problems
+Normal rank
@@ Property / cites work @@
+Stochastic models for phylogenetic trees on higher-order taxa
+Normal rank
@@ Property / cites work @@
+Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels
+Normal rank
@@ Property / cites work @@
+Particle Markov Chain Monte Carlo Methods
@@ Property / cites work: Particle Markov Chain Monte Carlo Methods / rank @@
+Normal rank
@@ Property / cites work @@
+On the ergodicity properties of some adaptive MCMC algorithms
+Normal rank
@@ Property / cites work @@
+The pseudo-marginal approach for efficient Monte Carlo computations
+Normal rank
@@ Property / cites work @@
+On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic
+Normal rank
@@ Property / cites work @@
+Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms
+Normal rank
@@ Property / cites work @@
+Robust adaptive Metropolis algorithm with coerced acceptance rate
+Normal rank
@@ Property / cites work @@
+An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
+Normal rank
@@ Property / cites work @@
+On adaptive Markov chain Monte Carlo algorithms
@@ Property / cites work: On adaptive Markov chain Monte Carlo algorithms / rank @@
+Normal rank
@@ Property / cites work @@
+Q3405563
@@ Property / cites work: Q3405563 / rank @@
+Normal rank
@@ Property / cites work @@
+Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo
+Normal rank
@@ Property / cites work @@
+Q3017807
@@ Property / cites work: Q3017807 / rank @@
+Normal rank
@@ Property / cites work @@
+The rate of convergence for approximate Bayesian computation
+Normal rank
@@ Property / cites work @@
+Expectation Propagation for Likelihood-Free Inference
+Normal rank
@@ Property / cites work @@
+Convex analysis and monotone operator theory in Hilbert spaces
+Normal rank
@@ Property / cites work @@
+Weak convergence of Metropolis algorithms for non-I.I.D. target distributions
+Normal rank
@@ Property / cites work @@
+Scaling analysis of multiple-try MCMC methods
@@ Property / cites work: Scaling analysis of multiple-try MCMC methods / rank @@
+Normal rank
@@ Property / cites work @@
+Scaling analysis of delayed rejection MCMC methods
+Normal rank
@@ Property / cites work @@
+Q4272783
@@ Property / cites work: Q4272783 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian computation and stochastic systems. With comments and reply.
+Normal rank
@@ Property / cites work @@
+Q3214006
@@ Property / cites work: Q3214006 / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential Monte Carlo methods for Bayesian elliptic inverse problems
+Normal rank
@@ Property / cites work @@
+Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
+Normal rank
@@ Property / cites work @@
+Optimal tuning of the hybrid Monte Carlo algorithm
+Normal rank
@@ Property / cites work @@
+Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions
+Normal rank
@@ Property / cites work @@
+A General Metric for Riemannian Manifold Hamiltonian Monte Carlo
+Normal rank
@@ Property / cites work @@
+On the ergodicity of the adaptive Metropolis algorithm on unbounded domains
+Normal rank
@@ Property / cites work @@
+The geometric foundations of Hamiltonian Monte Carlo
+Normal rank
@@ Property / cites work @@
+New insights into approximate Bayesian computation
+Normal rank
@@ Property / cites work @@
+Approximate Bayesian Computation: A Nonparametric Perspective
+Normal rank
@@ Property / cites work @@
+A comparative review of dimension reduction methods in approximate Bayesian computation
+Normal rank
@@ Property / cites work @@
+Nonasymptotic mixing of the MALA algorithm
@@ Property / cites work: Nonasymptotic mixing of the MALA algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
+Normal rank
@@ Property / cites work @@
+Weak convergence and optimal scaling of random walk Metropolis algorithms
+Normal rank
@@ Property / cites work @@
+Stable signal recovery from incomplete and inaccurate measurements
+Normal rank
@@ Property / cites work @@
+The Power of Convex Relaxation: Near-Optimal Matrix Completion
+Normal rank
@@ Property / cites work @@
+Reversible Jump, Birth-and-Death and More General Continuous Time Markov Chain Monte Carlo Samplers
+Normal rank
@@ Property / cites work @@
+Hierarchical Bayesian Analysis of Changepoint Problems
+Normal rank
@@ Property / cites work @@
+An algorithm for total variation minimization and applications
+Normal rank
@@ Property / cites work @@
+Computational and statistical tradeoffs via convex relaxation
+Normal rank
@@ Property / cites work @@
+The convex geometry of linear inverse problems
@@ Property / cites work: The convex geometry of linear inverse problems / rank @@
+Normal rank
@@ Property / cites work @@
+BART: Bayesian additive regression trees
@@ Property / cites work: BART: Bayesian additive regression trees / rank @@
+Normal rank
@@ Property / cites work @@
+Inference and Model Choice for Sequentially Ordered Hidden Markov Models
+Normal rank
@@ Property / cites work @@
+SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models
+Normal rank
@@ Property / cites work @@
+Scaling Limits for the Transient Phase of Local Metropolis–Hastings Algorithms
+Normal rank
@@ Property / cites work @@
+A proximal decomposition method for solving convex variational inverse problems
+Normal rank
@@ Property / cites work @@
+Proximal Splitting Methods in Signal Processing
@@ Property / cites work: Proximal Splitting Methods in Signal Processing / rank @@
+Normal rank
@@ Property / cites work @@
+Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators
+Normal rank
@@ Property / cites work @@
+Stochastic Quasi-Fejér Block-Coordinate Fixed Point Iterations with Random Sweeping
+Normal rank
@@ Property / cites work @@
+MCMC methods for functions: modifying old algorithms to make them faster
+Normal rank
@@ Property / cites work @@
+Learn From Thy Neighbor: Parallel-Chain and Regional Adaptive MCMC
+Normal rank
@@ Property / cites work @@
+Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo
+Normal rank
@@ Property / cites work @@
+A Bayesian Reassessment of Nearest-Neighbor Classification
+Normal rank
@@ Property / cites work @@
+Sequential Monte Carlo Samplers
@@ Property / cites work: Sequential Monte Carlo Samplers / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes
+Normal rank
@@ Property / cites work @@
+Geometric bounds for eigenvalues of Markov chains
@@ Property / cites work: Geometric bounds for eigenvalues of Markov chains / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood-free estimation of model evidence
@@ Property / cites work: Likelihood-free estimation of model evidence / rank @@
+Normal rank
@@ Property / cites work @@
+Q4298912
@@ Property / cites work: Q4298912 / rank @@
+Normal rank
@@ Property / cites work @@
+A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms
+Normal rank
@@ Property / cites work @@
+Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
+Normal rank
@@ Property / cites work @@
+Optimal scaling of random walk Metropolis algorithms with discontinuous target densities
+Normal rank
@@ Property / cites work @@
+On-Line Inference for Hidden Markov Models via Particle Filters
+Normal rank
@@ Property / cites work @@
+Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation
+Normal rank
@@ Property / cites work @@
+Convergence of adaptive and interacting Markov chain Monte Carlo algorithms
+Normal rank
@@ Property / cites work @@
+Antithetic coupling of two Gibbs sampler chains.
@@ Property / cites work: Antithetic coupling of two Gibbs sampler chains. / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
+Normal rank
@@ Property / cites work @@
+Adaptive Markov Chain Monte Carlo through Regeneration
+Normal rank
@@ Property / cites work @@
+Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
+Normal rank
@@ Property / cites work @@
+On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods
+Normal rank
@@ Property / cites work @@
+Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
+Normal rank
@@ Property / cites work @@
+Q4307745
@@ Property / cites work: Q4307745 / rank @@
+Normal rank
@@ Property / cites work @@
+An adaptive Metropolis algorithm
@@ Property / cites work: An adaptive Metropolis algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+Geometric Numerical Integration
@@ Property / cites work: Geometric Numerical Integration / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo sampling methods using Markov chains and their applications
+Normal rank
@@ Property / cites work @@
+The Wang-Landau algorithm reaches the flat histogram criterion in finite time
+Normal rank
@@ Property / cites work @@
+An introduction to variational methods for graphical models
+Normal rank
@@ Property / cites work @@
+Optimal scaling for the transient phase of the random walk Metropolis algorithm: the mean-field limit
+Normal rank
@@ Property / cites work @@
+Optimal scaling for the transient phase of Metropolis Hastings algorithms: the longtime behavior
+Normal rank
@@ Property / cites work @@
+Time-reversible diffusions
@@ Property / cites work: Time-reversible diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Equi-energy sampler with applications in statistical inference and statistical mechanics
+Normal rank
@@ Property / cites work @@
+A Brief Survey of Modern Optimization for Statisticians
+Normal rank
@@ Property / cites work @@
+Simulating events of unknown probabilities via reverse time martingales
+Normal rank
@@ Property / cites work @@
+Adaptive Gibbs samplers and related MCMC methods
@@ Property / cites work: Adaptive Gibbs samplers and related MCMC methods / rank @@
+Normal rank
@@ Property / cites work @@
+Q5176528
@@ Property / cites work: Q5176528 / rank @@
+Normal rank
@@ Property / cites work @@
+Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation
+Normal rank
@@ Property / cites work @@
+Convergence and refinement of the Wang-Landau algorithm
+Normal rank
@@ Property / cites work @@
+Q3549475
@@ Property / cites work: Q3549475 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2934079
@@ Property / cites work: Q2934079 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2919530
@@ Property / cites work: Q2919530 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions
+Normal rank
@@ Property / cites work @@
+Relevant Statistics for Bayesian Model Choice
@@ Property / cites work: Relevant Statistics for Bayesian Model Choice / rank @@
+Normal rank
@@ Property / cites work @@
+An adaptive approach to Langevin MCMC
@@ Property / cites work: An adaptive approach to Langevin MCMC / rank @@
+Normal rank
@@ Property / cites work @@
+Q5618030
@@ Property / cites work: Q5618030 / rank @@
+Normal rank
@@ Property / cites work @@
+Stability of noisy Metropolis-Hastings
@@ Property / cites work: Stability of noisy Metropolis-Hastings / rank @@
+Normal rank
@@ Property / cites work @@
+Rates of convergence of the Hastings and Metropolis algorithms
+Normal rank
@@ Property / cites work @@
+Equation of State Calculations by Fast Computing Machines
+Normal rank
@@ Property / cites work @@
+Markov Chains and Stochastic Stability
@@ Property / cites work: Markov Chains and Stochastic Stability / rank @@
+Normal rank
@@ Property / cites work @@
+Robust and Scalable Bayes via a Median of Subset Posterior Measures
+Normal rank
@@ Property / cites work @@
+An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
+Normal rank
@@ Property / cites work @@
+Q5728711
@@ Property / cites work: Q5728711 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential convergence of Langevin distributions and their discrete approximations
+Normal rank
@@ Property / cites work @@
+Applications of a Method for the Efficient Computation of Posterior Distributions
+Normal rank
@@ Property / cites work @@
+Bayesian learning for neural networks
@@ Property / cites work: Bayesian learning for neural networks / rank @@
+Normal rank
@@ Property / cites work @@
+Q3172405
@@ Property / cites work: Q3172405 / rank @@
+Normal rank
@@ Property / cites work @@
+Introductory lectures on convex optimization. A basic course.
+Normal rank
@@ Property / cites work @@
+Adaptive sampling for Bayesian variable selection
@@ Property / cites work: Adaptive sampling for Bayesian variable selection / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive total variation image deblurring: a majorization-minimization approach
+Normal rank
@@ Property / cites work @@
+Q2756704
@@ Property / cites work: Q2756704 / rank @@
+Normal rank
@@ Property / cites work @@
+A general framework for the parametrization of hierarchical models
+Normal rank
@@ Property / cites work @@
+Proximal Markov chain Monte Carlo algorithms
@@ Property / cites work: Proximal Markov chain Monte Carlo algorithms / rank @@
+Normal rank
@@ Property / cites work @@
+Optimum Monte-Carlo sampling using Markov chains
@@ Property / cites work: Optimum Monte-Carlo sampling using Markov chains / rank @@
+Normal rank
@@ Property / cites work @@
+Q2888008
@@ Property / cites work: Q2888008 / rank @@
+Normal rank
@@ Property / cites work @@
+Cuts in Bayesian graphical models
@@ Property / cites work: Cuts in Bayesian graphical models / rank @@
+Normal rank
@@ Property / cites work @@
+Q5815557
@@ Property / cites work: Q5815557 / rank @@
+Normal rank
@@ Property / cites work @@
+Speeding Up MCMC by Efficient Data Subsampling
@@ Property / cites work: Speeding Up MCMC by Efficient Data Subsampling / rank @@
+Normal rank
@@ Property / cites work @@
+A Generalized Forward-Backward Splitting
@@ Property / cites work: A Generalized Forward-Backward Splitting / rank @@
+Normal rank
@@ Property / cites work @@
+Q4363930
@@ Property / cites work: Q4363930 / rank @@
+Normal rank
@@ Property / cites work @@
+A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
+Normal rank
@@ Property / cites work @@
+Optimal Scaling of Discrete Approximations to Langevin Diffusions
+Normal rank
@@ Property / cites work @@
+Optimal scaling for various Metropolis-Hastings algorithms.
+Normal rank
@@ Property / cites work @@
+General state space Markov chains and MCMC algorithms
+Normal rank
@@ Property / cites work @@
+Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
+Normal rank
@@ Property / cites work @@
+Langevin diffusions and Metropolis-Hastings algorithms
+Normal rank
@@ Property / cites work @@
+Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
+Normal rank
@@ Property / cites work @@
+Q4865936
@@ Property / cites work: Q4865936 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal metropolis algorithms for product measures on the vertices of a hypercube
+Normal rank
@@ Property / cites work @@
+Minimising MCMC variance via diffusion limits, with an application to simulated tempering
+Normal rank
@@ Property / cites work @@
+On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm
+Normal rank
@@ Property / cites work @@
+Monotone Operators and the Proximal Point Algorithm
+Normal rank
@@ Property / cites work @@
+Bayesianly justifiable and relevant frequency calculations for the applied statistician
+Normal rank
@@ Property / cites work @@
+Q3311717
@@ Property / cites work: Q3311717 / rank @@
+Normal rank
@@ Property / cites work @@
+Perturbation theory for Markov chains via Wasserstein distance
+Normal rank
@@ Property / cites work @@
+Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
+Normal rank
@@ Property / cites work @@
+Fixed-form variational posterior approximation through stochastic linear regression
+Normal rank
@@ Property / cites work @@
+Q4358811
@@ Property / cites work: Q4358811 / rank @@
+Normal rank
@@ Property / cites work @@
+A primer on disease mapping and ecological regression using \({\mathtt{INLA}}\)
+Normal rank
@@ Property / cites work @@
+Q4863756
@@ Property / cites work: Q4863756 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal scaling for the pseudo-marginal random walk Metropolis: insensitivity to the noise generating mechanism
+Normal rank
@@ Property / cites work @@
+On the efficiency of pseudo-marginal random walk Metropolis algorithms
+Normal rank
@@ Property / cites work @@
+The implementation of the bayesian paradigm
@@ Property / cites work: The implementation of the bayesian paradigm / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient MCMC for climate model parameter estimation: parallel adaptive chains and early rejection
+Normal rank
@@ Property / cites work @@
+Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.
+Normal rank
@@ Property / cites work @@
+Langevin-type models. I: Diffusions with given stationary distributions and their discretizations
+Normal rank
@@ Property / cites work @@
+Langevin-type models II: Self-targeting candidates for MCMC algorithms
+Normal rank
@@ Property / cites work @@
+Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach
+Normal rank
@@ Property / cites work @@
+The Calculation of Posterior Distributions by Data Augmentation
+Normal rank
@@ Property / cites work @@
+Q2810765
@@ Property / cites work: Q2810765 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on Metropolis-Hastings kernels for general state spaces
+Normal rank
@@ Property / cites work @@
+Q5290928
@@ Property / cites work: Q5290928 / rank @@
+Normal rank
@@ Property / cites work @@
+Langevin diffusions and the Metropolis-adjusted Langevin algorithm
+Normal rank