A Repelling–Attracting Metropolis Algorithm for Multimodality

DOI10.1080/10618600.2017.1415911MaRDI QIDQ137846zbMATH OpenOpenAlexFDO

Authors Xiao-Li Meng, David A. Van Dyk, Hyungsuk Tak, David A. van Dyk, Xiao-Li Meng, Hyungsuk Tak

Publication date 3 July 2018

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10618600.2017.1415911

zbMATH Keywords

Markov chain Monte Carloauxiliary variableequi-energy samplerparallel temperingforced Metropolis transitiontempered transitions

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
• Annealing Markov Chain Monte Carlo with Applications to Ancestral Inference
• Bayesian estimates of astronomical time delays between gravitationally lensed stochastic light curves
• Equation of state calculations by fast computing machines
• Equi-energy sampler with applications in statistical inference and statistical mechanics
• Markov chains for exploring posterior distributions. (With discussion)
• Mode jumping proposals in MCMC
• Monte Carlo sampling methods using Markov chains and their applications
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• The Gravitational Lens Effect
• The pseudo-marginal approach for efficient Monte Carlo computations

Cited in

(13)

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• Multimodal information gain in Bayesian design of experiments
• Conducting highly principled data science: a statistician's job and joy
• Quantifying and correcting geolocation error in spaceborne LiDAR forest canopy observations using high spatial accuracy data: a Bayesian model approach
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• A Metropolis-class sampler for targets with non-convex support
• A framework for adaptive MCMC targeting multimodal distributions
• Globally Centered Autocovariances in MCMC
• A robust Bayesian meta-analysis for estimating the Hubble constant via time delay cosmography
• A multi-point Metropolis scheme with generic weight functions
• Latent uniform samplers on multivariate binary spaces

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