Control Variates for the Metropolis–Hastings Algorithm
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Cites work
- scientific article; zbMATH DE number 3119649 (Why is no real title available?)
- scientific article; zbMATH DE number 472921 (Why is no real title available?)
- scientific article; zbMATH DE number 1085980 (Why is no real title available?)
- scientific article; zbMATH DE number 2148859 (Why is no real title available?)
- A Tutorial on Reversible Jump MCMC with a View toward Applications in QTL-mapping
- Finite Mixture Models for Proportions
- Mode jumping proposals in MCMC
- Monte Carlo sampling methods using Markov chains and their applications
- Monte Carlo strategies in scientific computing
- Non-Gaussian State-Space Modeling of Nonstationary Time Series
- Optimum Monte-Carlo sampling using Markov chains
- Rao-Blackwellisation of sampling schemes
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
Cited in
(8)- Zero variance differential geometric Markov chain Monte Carlo algorithms
- Convergence rates for a class of estimators based on Stein's method
- Scalable Control Variates for Monte Carlo Methods Via Stochastic Optimization
- scientific article; zbMATH DE number 2148859 (Why is no real title available?)
- On the Poisson equation for Metropolis-Hastings chains
- Exploiting multi-core architectures for reduced-variance estimation with intractable likelihoods
- Does waste recycling really improve the multi-proposal Metropolis-Hastings algorithm? An analysis based on control variates
- Variance reduction for Metropolis-Hastings samplers
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