Alternating Subspace-Spanning Resampling to Accelerate Markov Chain Monte Carlo Simulation

DOI10.1198/016214503388619148MaRDI QIDQ4468529zbMATH OpenOpenAlexFDO

Authors Chuanhai Liu

Publication date 10 June 2004

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

Full work available at URL https://doi.org/10.1198/016214503388619148

zbMATH Keywords

alternating subspace-spanning resamplingBayesian estimationdata augmentation algorithmfractionated experimentsGibbs samplerMarkov chain Monte Carlo sampling algorithms

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Bayesian inference (62F15) Censored data models (62N01) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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(7)

• A Correlated Network Scale-up Model: Finding the Connection Between Subpopulations
• Efficient estimation of the link function parameter in a robust Bayesian binary regression model
• Accelerating Markov chain Monte Carlo with active subspaces
• Polynomial accelerated MCMC and other sampling algorithms inspired by computational optimization
• Speeding Up MCMC by Efficient Data Subsampling
• Strategies for Fitting Large, Geostatistical Data in MCMC Simulation
• Parameter expansion and efficient inference

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