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

Markov chain Monte CarloGibbs samplerergodic Markov chainadaptive direction samplingADSirreducibility propertiesparallel ADSsnooker algorithm

Mathematics Subject Classification ID

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

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(11)

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• Evolutionary computation methods and their applications in statistics
• Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
• Markov-chain monte carlo: Some practical implications of theoretical results
• Annealing evolutionary stochastic approximation Monte Carlo for global optimization
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• Ensemble preconditioning for Markov chain Monte Carlo simulation

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