Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics (Q2128065): Difference between revisions

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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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+On the computational complexity of MCMC-based estimators in large samples
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+Optimal tuning of the hybrid Monte Carlo algorithm
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+Some contributions to the asymptotic theory of Bayes solutions
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+The Correlated Pseudo-Marginal Method
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+Optimal scaling of the random walk Metropolis algorithm under <i>L</i><sup><i>p</i></sup> mean differentiability
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+Regression
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+Informed reversible jump algorithms
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+An automatic robust Bayesian approach to principal component regression
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+Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
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+On convergence of posterior distributions
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+An adaptive Metropolis algorithm
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+Asymptotic Expansions Associated with Posterior Distributions
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+The Bernstein-von Mises theorem under misspecification
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+Equation of State Calculations by Fast Computing Machines
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+Exponential convergence of Langevin distributions and their discrete approximations
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+Optimal Scaling of Discrete Approximations to Langevin Diffusions
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+Weak convergence and optimal scaling of random walk Metropolis algorithms
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+Large-sample asymptotics of the pseudo-marginal method
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+Monte Carlo sampling from the quantum state space. I
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+Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets
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+Markov chains for exploring posterior distributions. (With discussion)
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+Asymptotic Statistics
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+Optimal scaling of random-walk Metropolis algorithms on general target distributions
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