Stability of noisy Metropolis-Hastings (Q341137): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / Wikidata QID
 
Property / Wikidata QID: Q59474067 / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2148980794 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1503.07066 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels / rank
 
Normal rank
Property / cites work
 
Property / cites work: The pseudo-marginal approach for efficient Monte Carlo computations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Establishing some order amongst exact approximations of MCMCs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Particle Markov Chain Monte Carlo for Efficient Numerical Simulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regular Perturbation of <i>V</i>-Geometrically Ergodic Markov Chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on geometric ergodicity and floating-point roundoff error / rank
 
Normal rank
Property / cites work
 
Property / cites work: On exponential ergodicity and spectral structure for birth-death processes. II / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5753278 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4819702 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating Macroeconomic Models: A Likelihood Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Batch means and spectral variance estimators in Markov chain Monte Carlo / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Yet Another Look at Harris’ Ergodic Theorem for Markov Chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Existence of the First Negative Moment Revisited / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4779128 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulation-based Bayesian inference for epidemic models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rates of convergence of the Hastings and Metropolis algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computable bounds for geometric convergence rates of Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov Chains and Stochastic Stability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sensitivity and convergence of uniformly ergodic Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analyses of Infectious Disease Data from Household Outbreaks by Markov Chain Monte Carlo Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: On some properties of Markov chain Monte Carlo simulation methods based on the particle filter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Geometric ergodicity and hybrid Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: General state space Markov chains and MCMC algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence Properties of Perturbed Markov Chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo / rank
 
Normal rank
Property / cites work
 
Property / cites work: Perturbation theory for Markov chains via Wasserstein distance / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the efficiency of pseudo-marginal random walk Metropolis algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4943608 / rank
 
Normal rank

Latest revision as of 22:39, 12 July 2024

scientific article
Language Label Description Also known as
English
Stability of noisy Metropolis-Hastings
scientific article

    Statements

    Stability of noisy Metropolis-Hastings (English)
    0 references
    0 references
    0 references
    16 November 2016
    0 references
    Markov chain Monte Carlo
    0 references
    pseudo-marginal Monte Carlo
    0 references
    Monte Carlo within Metropolis
    0 references
    intractable likelihoods
    0 references
    geometric ergodicity
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references