Efficient Adaptive MCMC Through Precision Estimation
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3980241 (Why is no real title available?)
- scientific article; zbMATH DE number 3513115 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- An Inverse Matrix Adjustment Arising in Discriminant Analysis
- An adaptive Metropolis algorithm
- An adaptive approach to Langevin MCMC
- An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
- An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
- Bayesian Variable Selection in Linear Regression
- Bayesian computation: a summary of the current state, and samples backwards and forwards
- Bayesian graphical Lasso models and efficient posterior computation
- Bayesian graphical models for differential pathways
- Bayesian inference of multiple Gaussian graphical models
- Computing the Minimum Fill-In is NP-Complete
- Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
- Covariance estimation: the GLM and regularization perspectives
- Covariance matrix selection and estimation via penalised normal likelihood
- Direct Methods for Sparse Linear Systems
- Gaussian Markov Random Fields
- High dimensional inverse covariance matrix estimation via linear programming
- MCMC methods for functions: modifying old algorithms to make them faster
- Markov chains for exploring posterior distributions. (With discussion)
- On the second-order random walk model for irregular locations
- Optimal scaling for various Metropolis-Hastings algorithms.
- Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
- Robust adaptive Metropolis algorithm with coerced acceptance rate
- Sparse inverse covariance estimation with the graphical lasso
- The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
Cited in
(6)- Nested adaptation of MCMC algorithms
- Adaptive schemes for piecewise deterministic Monte Carlo algorithms
- scientific article; zbMATH DE number 5954259 (Why is no real title available?)
- On the efficiency of adaptive MCMC algorithms
- Accelerating MCMC via Kriging-based adaptive independent proposals and delayed rejection
- On an adaptive preconditioned Crank-Nicolson MCMC algorithm for infinite dimensional Bayesian inference
This page was built for publication: Efficient Adaptive MCMC Through Precision Estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3391170)
