Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo

DOI10.1214/009053604000001075zbMath1068.62090arXivmath/0505631OpenAlexW2046185491MaRDI QIDQ2388353

Radu V. Craiu, Xiao-Li Meng

Publication date: 12 September 2005

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0505631

zbMATH Keywords

stratificationparallel implementationLatin hypercube samplingnegative associationexact samplingnegative dependenceperfect simulationantithetic variatesquasi Monte Carloextreme antithesisswindles

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (17)

Double Happiness: Enhancing the Coupled Gains of L-lag Coupling via Control Variates ⋮ Antithetic sampling for sequential Monte Carlo methods with application to state-space models ⋮ Antithetic and Negatively Associated Random Variables and Function Maximization ⋮ Densities for random balanced sampling ⋮ Efficient Gibbs sampling for Markov switching GARCH models ⋮ New Inputs and Methods for Markov Chain Quasi-Monte Carlo ⋮ Coupling from the past with randomized quasi-Monte Carlo ⋮ Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm ⋮ Exact sampling with highly uniform point sets ⋮ Zero variance Markov chain Monte Carlo for Bayesian estimators ⋮ Bayesian computation: a summary of the current state, and samples backwards and forwards ⋮ BET on Independence ⋮ Interacting multiple try algorithms with different proposal distributions ⋮ Constructing Sampling Schemes via Coupling: Markov Semigroups and Optimal Transport ⋮ Accelerated Dimension-Independent Adaptive Metropolis ⋮ Parallel statistical computing for statistical inference ⋮ Variance reduction for Metropolis-Hastings samplers

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