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

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