Equation-solving estimator based on the general n-step MHDR algorithm

DOI10.1080/00949655.2019.1632858MaRDI QIDQ5107487zbMATH OpenOpenAlexFDO

Authors Hatem Baffoun, Mekki Hajlaoui

Publication date 27 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2019.1632858

zbMATH Keywords

Bayesian inferencediscrete probability distributionsequation-solving estimatorMarkov chain Monte CarloMetropolis-Hastings algorithm with delayed rejection

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Cites work

• A note on Metropolis-Hastings kernels for general state spaces
• Delayed rejection in reversible jump Metropolis-Hastings.
• Efficient computational strategies for doubly intractable problems with applications to Bayesian social networks
• Efficient MCMC estimation of discrete distributions
• Equation-solving estimator based on Metropolis-Hastings algorithm with delayed rejection
• Markov chains for exploring posterior distributions. (With discussion)
• On Metropolis-Hastings algorithms with delayed rejection
• On the empirical efficiency of local MCMC algorithms with pools of proposals
• Optimum Monte-Carlo sampling using Markov chains
• Scaling analysis of delayed rejection MCMC methods

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