Convergence of adaptive direction sampling

DOI10.1006/JMVA.1994.1028MaRDI QIDQ1328357zbMATH OpenOpenAlexFDO

Authors Gareth O. Roberts, Walter R. Gilks

Publication date 16 February 1995

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1994.1028

zbMATH Keywords

adaptive direction samplingADSergodic Markov chainGibbs samplerirreducibility propertiesMarkov chain Monte Carloparallel ADSsnooker algorithm

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Directional data; spatial statistics (62H11) Multivariate analysis (62H99) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

(12)

• Ensemble preconditioning for Markov chain Monte Carlo simulation
• Parallel and interacting stochastic approximation annealing algorithms for global optimisation
• Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
• A parallel evolutionary multiple-try Metropolis Markov chain Monte Carlo algorithm for sampling spatial partitions
• Bayesian Estimation of Inverse Dose Response
• Markov-chain monte carlo: Some practical implications of theoretical results
• Evolutionary computation methods and their applications in statistics
• Hit and run ARMS: adaptive rejection Metropolis sampling with hit and run random direction
• Annealing evolutionary stochastic approximation Monte Carlo for global optimization
• Efficient computational strategies for doubly intractable problems with applications to Bayesian social networks
• Annealing evolutionary stochastic approximation Monte Carlo for global optimization
• Nested \(\widehat{R}\): assessing the convergence of Markov chain Monte Carlo when running many short chains

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