Informed Proposals for Local MCMC in Discrete Spaces

DOI10.1080/01621459.2019.1585255zbMath1445.60053arXiv1711.07424OpenAlexW2962997929MaRDI QIDQ5130627

Giacomo Zanella

Publication date: 28 October 2020

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.07424

zbMATH Keywords

Markov chain Monte CarloPeskun orderingBayesian discrete modelsBayesian record linkageinformed Metropolis-Hastings schemes

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05)

Related Items (19)

Random Partition Models for Microclustering Tasks ⋮ Markov Kernels Local Aggregation for Noise Vanishing Distribution Sampling ⋮ A prior for record linkage based on allelic partitions ⋮ The G-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models ⋮ Nonreversible Jump Algorithms for Bayesian Nested Model Selection ⋮ d-blink: Distributed End-to-End Bayesian Entity Resolution ⋮ The taxicab sampler: MCMC for discrete spaces with application to tree models ⋮ A Bayesian Nonparametric Test for Cross-Group Differences Relative to a Control ⋮ Complexity analysis of Bayesian learning of high-dimensional DAG models and their equivalence classes ⋮ A fresh Take on ‘Barker Dynamics’ for MCMC ⋮ A new flexible Bayesian hypothesis test for multivariate data ⋮ Unlabelled landmark matching via Bayesian data selection, and application to cell matching across imaging modalities ⋮ Gibbs Sampling for Mixtures in Order of Appearance: The Ordered Allocation Sampler ⋮ Bayesian Semiparametric Longitudinal Drift-Diffusion Mixed Models for Tone Learning in Adults ⋮ A multiple imputation procedure for record linkage and causal inference to estimate the effects of home-delivered meals ⋮ Informed reversible jump algorithms ⋮ Uncertainty modelling and computational aspects of data association ⋮ MALA with annealed proposals: a generalization of locally and globally balanced proposal distributions ⋮ Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection

Uses Software

• CODA

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