Computing Bayes: from then `til now
From MaRDI portal
Cites work
- A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
- A multiple-try Metropolis-Hastings algorithm with tailored proposals
- A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
- A survey of Bayesian statistical approaches for big data
- A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms
- Accelerating MCMC algorithms
- Accurate Approximations for Posterior Moments and Marginal Densities
- Adaptive approximate Bayesian computation
- Adaptive sampling for Bayesian variable selection
- An essay towards solving a problem in the doctrine of chances. By the late Rev. Mr. Bayes, F. R. S. communicated by Mr. Price, in a letter to John Canton, A. M. F. R. S.
- An introduction to sequential Monte Carlo
- An introduction to variational methods for graphical models
- Antithetic coupling of two Gibbs sampler chains.
- Approximate Bayesian Computation for a Class of Time Series Models
- Approximate Bayesian computational methods
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- Approximating Bayes in the 21st century
- Asymptotic Statistics
- Auxiliary Variable Methods for Markov Chain Monte Carlo with Applications
- Bayesian Analysis of Binary and Polychotomous Response Data
- Bayesian computation: a summary of the current state, and samples backwards and forwards
- Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Bayesian Synthetic Likelihood
- Computational advances for and from Bayesian analysis
- Consistency of Markov chain quasi-Monte Carlo on continuous state spaces
- Contemporary Bayesian Econometrics and Statistics
- Control Variates for Estimation Based on Reversible Markov Chain Monte Carlo Samplers
- Control variates for stochastic gradient MCMC
- Convergence of Slice Sampler Markov Chains
- DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
- Delayed acceptance particle MCMC for exact inference in stochastic kinetic models
- Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
- Equation of state calculations by fast computing machines
- Exact estimation for Markov chain equilibrium expectations
- Exact sampling with coupled Markov chains and applications to statistical mechanics
- Explaining variational approximations
- Exponential convergence of Langevin distributions and their discrete approximations
- Filtering via approximate Bayesian computation
- Fully Exponential Laplace Approximations to Expectations and Variances of Nonpositive Functions
- Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
- Handbook of approximate Bayesian computation
- Handbook of Markov Chain Monte Carlo
- scientific article; zbMATH DE number 5954252 (Why is no real title available?)
- scientific article; zbMATH DE number 5954259 (Why is no real title available?)
- scientific article; zbMATH DE number 5954262 (Why is no real title available?)
- scientific article; zbMATH DE number 3954145 (Why is no real title available?)
- scientific article; zbMATH DE number 4072104 (Why is no real title available?)
- scientific article; zbMATH DE number 3177815 (Why is no real title available?)
- scientific article; zbMATH DE number 3718335 (Why is no real title available?)
- scientific article; zbMATH DE number 3492600 (Why is no real title available?)
- scientific article; zbMATH DE number 3513115 (Why is no real title available?)
- scientific article; zbMATH DE number 1222286 (Why is no real title available?)
- scientific article; zbMATH DE number 472921 (Why is no real title available?)
- scientific article; zbMATH DE number 472922 (Why is no real title available?)
- scientific article; zbMATH DE number 597901 (Why is no real title available?)
- scientific article; zbMATH DE number 1085989 (Why is no real title available?)
- scientific article; zbMATH DE number 2117879 (Why is no real title available?)
- scientific article; zbMATH DE number 6781368 (Why is no real title available?)
- scientific article; zbMATH DE number 3196612 (Why is no real title available?)
- Laplace's 1774 memoir on inverse probability
- LII. A demonstration of the second rule in the essay towards the solution of a problem in the doctrine of chances, published in the Philosophical Transactions, Vol. LIII. Communicated by the Rev. Mr. Richard Price, in a letter to Mr. John Canton, M.A. F. R. S
- Markov chains for exploring posterior distributions. (With discussion)
- MCMC for imbalanced categorical data
- MCMC using Hamiltonian dynamics
- Model Misspecification in Approximate Bayesian Computation: Consequences and Diagnostics
- Moment conditions and Bayesian non-parametrics
- Monte Carlo and quasi-Monte Carlo sampling
- Monte Carlo sampling methods using Markov chains and their applications
- Monte Carlo strategies in scientific computing
- Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo
- On convergence of posterior distributions
- On Gibbs sampling for state space models
- On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods
- On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
- Optimal proposal distributions and adaptive MCMC
- Optimal Scaling of Discrete Approximations to Langevin Diffusions
- Parameter estimation for hidden Markov models with intractable likelihoods
- Particle Markov Chain Monte Carlo Methods
- Piecewise deterministic Markov processes for continuous-time Monte Carlo
- Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains
- Quasi-Stationary Monte Carlo and The Scale Algorithm
- Rao-Blackwellisation of sampling schemes
- Richard Price, the first Bayesian
- Robust Approximate Bayesian Inference With Synthetic Likelihood
- Sampling-Based Approaches to Calculating Marginal Densities
- Scalable Importance Tempering and Bayesian Variable Selection
- Scaling analysis of multiple-try MCMC methods
- Sequential Monte Carlo without likelihoods
- Sequential quasi Monte Carlo. With discussion and authors' reply
- Simplified integrated nested Laplace approximation
- Slice sampling. (With discussions and rejoinder)
- Speeding up MCMC by Delayed Acceptance and Data Subsampling
- Speeding Up MCMC by Efficient Data Subsampling
- Statistical decision theory and Bayesian analysis. 2nd ed
- Stochastic gradient Markov chain Monte Carlo
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
- STUDIES IN THE HISTORY OF PROBABILITY AND STATISTICS: IX. THOMAS BAYES'S ESSAY TOWARDS SOLVING A PROBLEM IN THE DOCTRINE OF CHANCES
- Tailored randomized block MCMC methods with application to DSGE models
- The Bayesian Choice
- The Calculation of Posterior Distributions by Data Augmentation
- The correlated pseudomarginal method
- The Hastings algorithm at fifty
- The Multiple-Try Method and Local Optimization in Metropolis Sampling
- The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
- The Oxford handbook of Bayesian econometrics
- The pseudo-marginal approach for efficient Monte Carlo computations
- The zig-zag process and super-efficient sampling for Bayesian analysis of big data
- Unbiased Markov chain Monte Carlo for intractable target distributions
- Unbiased Markov Chain Monte Carlo Methods with Couplings
- Weak convergence and optimal scaling of random walk Metropolis algorithms
- Weight-preserving simulated tempering
- When did Bayesian inference become ``Bayesian?
Cited in
(4)
This page was built for publication: Computing Bayes: from then `til now
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6540226)
