Distributed evolutionary Monte Carlo for Bayesian computing

DOI10.1016/J.CSDA.2008.10.025MaRDI QIDQ962306zbMATH OpenOpenAlexFDO

Authors Bo Hu, Kam-Wah Tsui

Publication date 6 April 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2008.10.025

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05)

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Cites work

• Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
• Dynamic weighting in Monte Carlo and optimization
• Equation of state calculations by fast computing machines
• scientific article; zbMATH DE number 3497315 (Why is no real title available?)
• scientific article; zbMATH DE number 1471711 (Why is no real title available?)
• scientific article; zbMATH DE number 194544 (Why is no real title available?)
• Monte Carlo sampling methods using Markov chains and their applications
• Population Markov chain Monte Carlo
• Real-Parameter Evolutionary Monte Carlo With Applications to Bayesian Mixture Models
• Statistical tools for nonlinear regression. A practical guide with S-PLUS and R examples.
• The Multiple-Try Method and Local Optimization in Metropolis Sampling

Cited in

(12)

• Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method
• A parallel evolutionary multiple-try Metropolis Markov chain Monte Carlo algorithm for sampling spatial partitions
• MOMCMC: an efficient Monte Carlo method for multi-objective sampling over real parameter space
• Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm
• Real-Parameter Evolutionary Monte Carlo With Applications to Bayesian Mixture Models
• scientific article; zbMATH DE number 1471711 (Why is no real title available?)
• An \(n\)-dimensional Rosenbrock distribution for Markov chain Monte Carlo testing
• Artificial Evolution
• Recombination operators and selection strategies for evolutionary Markov chain Monte Carlo algorithms
• Wavelet Monte Carlo: a principle for sampling from complex distributions
• Evolutionary Markov chain Monte Carlo algorithms for optimal monitoring network designs
• Editorial: Second special issue on statistical algorithms and software

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