On Metropolis-Hastings algorithms with delayed rejection

zbMath0998.65502MaRDI QIDQ1605892

Antonietta Mira

Publication date: 28 July 2002

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

Markov chainasymptotic varianceMetropolis-Hastings algorithmsiterative formulaacceptance probabilitydelaying rejection algorithm

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (33)

Nonlocal viscoelastic Euler-Bernoulli beam model: a Bayesian approach for parameter estimation using the delayed rejection adaptive metropolis algorithm ⋮ Bayesian inference of nonlinear unsteady aerodynamics from aeroelastic limit cycle oscillations ⋮ Transport Map Accelerated Markov Chain Monte Carlo ⋮ On the Flexibility of Metropolis-Hastings Acceptance Probabilities in Auxiliary Variable Proposal Generation ⋮ Nonparametric Bayesian topic modelling with the hierarchical Pitman-Yor processes ⋮ Gaussian process hyper-parameter estimation using parallel asymptotically independent Markov sampling ⋮ Matrix exponential stochastic volatility with cross leverage ⋮ A simulation smoother for long memory time series with correlated and heteroskedastic additive noise ⋮ Bayesian joint-quantile regression ⋮ Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization ⋮ MCMC methods for inference in a mathematical model of pulmonary circulation ⋮ Multielement polynomial chaos kriging-based metamodelling for Bayesian inference of non-smooth systems ⋮ Equation-solving estimator based on the general n-step MHDR algorithm ⋮ Optimal scaling of MCMC beyond Metropolis ⋮ Hemorrhagic fever with renal syndrome in China: Mechanisms on two distinct annual peaks and control measures ⋮ Slice sampling. (With discussions and rejoinder) ⋮ Markov chain Monte Carlo algorithms with sequential proposals ⋮ A new efficient parameter estimation algorithm for high-dimensional complex nonlinear turbulent dynamical systems with partial observations ⋮ Practical identifiability and uncertainty quantification of a pulsatile cardiovascular model ⋮ Accelerating MCMC via Kriging-based adaptive independent proposals and delayed rejection ⋮ On the flexibility of the design of multiple try Metropolis schemes ⋮ Extra chance generalized hybrid Monte Carlo ⋮ Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions ⋮ Efficient computational strategies for doubly intractable problems with applications to Bayesian social networks ⋮ Scaling analysis of delayed rejection MCMC methods ⋮ Bayesian model selection framework for identifying growth patterns in filamentous fungi ⋮ Optimal scaling of Metropolis algorithms: Heading toward general target distributions ⋮ A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models ⋮ A full-factor multivariate GARCH model ⋮ Bayesian model selection using automatic relevance determination for nonlinear dynamical systems ⋮ Geometric integrators and the Hamiltonian Monte Carlo method ⋮ On the model building for transmission line cables: a Bayesian approach ⋮ On the empirical efficiency of local MCMC algorithms with pools of proposals

This page was built for publication: On Metropolis-Hastings algorithms with delayed rejection