Optimal scaling of random-walk Metropolis algorithms on general target distributions (Q2196541): Difference between revisions

@@ Property / OpenAlex ID @@
+W3026366478
@@ Property / OpenAlex ID: W3026366478 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.12157
@@ Property / arXiv ID: 1904.12157 / rank @@
+Normal rank
@@ Property / cites work @@
+Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo
+Normal rank
@@ Property / cites work @@
+Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
+Normal rank
@@ Property / cites work @@
+Weak convergence of Metropolis algorithms for non-I.I.D. target distributions
+Normal rank
@@ Property / cites work @@
+Optimal acceptance rates for Metropolis algorithms: Moving beyond 0.234
+Normal rank
@@ Property / cites work @@
+Hierarchical models and tuning of random walk Metropolis algorithms
+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 @@
+Optimal scaling of Metropolis algorithms: Heading toward general target distributions
+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 @@
+MCMC METHODS FOR DIFFUSION BRIDGES
@@ Property / cites work: MCMC METHODS FOR DIFFUSION BRIDGES / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal scaling of MaLa for nonlinear regression.
@@ Property / cites work: Optimal scaling of MaLa for nonlinear regression. / rank @@
+Normal rank
@@ Property / cites work @@
+From Metropolis to diffusions: Gibbs states and optimal scaling.
+Normal rank
@@ Property / cites work @@
+Handbook of Markov Chain Monte Carlo
@@ Property / cites work: Handbook of Markov Chain Monte Carlo / rank @@
+Normal rank
@@ Property / cites work @@
+Scaling Limits for the Transient Phase of Local Metropolis–Hastings Algorithms
+Normal rank
@@ Property / cites work @@
+Q5586401
@@ Property / cites work: Q5586401 / rank @@
+Normal rank
@@ Property / cites work @@
+The complexity of theorem-proving procedures
@@ Property / cites work: The complexity of theorem-proving procedures / rank @@
+Normal rank
@@ Property / cites work @@
+MCMC methods for functions: modifying old algorithms to make them faster
+Normal rank
@@ Property / cites work @@
+Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities
+Normal rank
@@ Property / cites work @@
+User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
+Normal rank
@@ Property / cites work @@
+Optimal scaling of the random walk Metropolis algorithm under <i>L</i><sup><i>p</i></sup> mean differentiability
+Normal rank
@@ Property / cites work @@
+Q5711199
@@ Property / cites work: Q5711199 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov chain Monte Carlo: can we trust the third significant figure?
+Normal rank
@@ Property / cites work @@
+Inference from iterative simulation using multiple sequences
+Normal rank
@@ Property / cites work @@
+Q4864274
@@ Property / cites work: Q4864274 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3015765
@@ Property / cites work: Q3015765 / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo sampling methods using Markov chains and their applications
+Normal rank
@@ Property / cites work @@
+Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
+Normal rank
@@ Property / cites work @@
+Sufficient burn-in for Gibbs samplers for a hierarchical random effects model.
+Normal rank
@@ Property / cites work @@
+Graphical models
@@ Property / cites work: Graphical models / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal scaling for the transient phase of Metropolis Hastings algorithms: the longtime behavior
+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 @@
+Non-stationary phase of the MALA algorithm
@@ Property / cites work: Non-stationary phase of the MALA algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+Diffusion limit for the random walk Metropolis algorithm out of stationarity
+Normal rank
@@ Property / cites work @@
+Monte Carlo strategies in scientific computing.
@@ Property / cites work: Monte Carlo strategies in scientific computing. / rank @@
+Normal rank
@@ Property / cites work @@
+Hit-and-Run from a Corner
@@ Property / cites work: Hit-and-Run from a Corner / rank @@
+Normal rank
@@ Property / cites work @@
+Diffusion limits of the random walk Metropolis algorithm in high dimensions
+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 @@
+Computable bounds for geometric convergence rates of Markov chains
+Normal rank
@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal scaling for partially updating MCMC algorithms
+Normal rank
@@ Property / cites work @@
+Optimal scaling for random walk Metropolis on spherically constrained target densities
+Normal rank
@@ Property / cites work @@
+Optimal scaling of random walk Metropolis algorithms with non-Gaussian proposals
+Normal rank
@@ Property / cites work @@
+Optimal scaling of random walk Metropolis algorithms with discontinuous target densities
+Normal rank
@@ Property / cites work @@
+Q3405572
@@ Property / cites work: Q3405572 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions
+Normal rank
@@ Property / cites work @@
+Q4828566
@@ Property / cites work: Q4828566 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence and optimal scaling of random walk Metropolis algorithms
+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 @@
+Minimising MCMC variance via diffusion limits, with an application to simulated tempering
+Normal rank
@@ Property / cites work @@
+Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits
+Normal rank
@@ Property / cites work @@
+Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
+Normal rank
@@ Property / cites work @@
+Bounds on regeneration times and convergence rates for Markov chains
+Normal rank
@@ Property / cites work @@
+Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
+Normal rank
@@ Property / cites work @@
+Quantitative convergence rates of Markov chains: A simple account
+Normal rank
@@ Property / cites work @@
+Q3172404
@@ Property / cites work: Q3172404 / rank @@
+Normal rank
@@ Property / cites work @@
+The random walk Metropolis: linking theory and practice through a case study
+Normal rank
@@ Property / cites work @@
+Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets
+Normal rank
@@ Property / cites work @@
+On the efficiency of pseudo-marginal random walk Metropolis algorithms
+Normal rank
@@ Property / cites work @@
+Approximate counting, uniform generation and rapidly mixing Markov chains
+Normal rank
@@ Property / cites work @@
+Inverse problems: A Bayesian perspective
@@ Property / cites work: Inverse problems: A Bayesian perspective / rank @@
+Normal rank
@@ Property / cites work @@
+Q5290281
@@ Property / cites work: Q5290281 / rank @@
+Normal rank
@@ Property / cites work @@
+Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions
+Normal rank
@@ Property / cites work @@
+Sufficient conditions for torpid mixing of parallel and simulated tempering
+Normal rank
@@ Property / cites work @@
+A Dirichlet form approach to MCMC optimal scaling
@@ Property / cites work: A Dirichlet form approach to MCMC optimal scaling / rank @@
+Normal rank