Interacting Hastings-Metropolis algorithms

DOI10.1016/S0764-4442(01)02147-4MaRDI QIDQ2765877zbMATH OpenOpenAlexFDO

Authors Didier Chauveau, P. Vandekerkhove

Publication date 27 June 2002

Published in Comptes Rendus de l'Académie des Sciences. Série I. Mathématique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0764-4442(01)02147-4

zbMATH Keywords

kernel estimatesMarkov chain Monte Carlo

Mathematics Subject Classification ID

Density estimation (62G07) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(7)

• Hastings-Metropolis algorithms and reference measures
• Non-reversible Metropolis-Hastings
• scientific article; zbMATH DE number 2051000 (Why is no real title available?)
• Convergence of adaptive and interacting Markov chain Monte Carlo algorithms
• Parallel and interacting Markov chain Monte Carlo algorithm
• Interacting multiple try algorithms with different proposal distributions
• Implementing componentwise Hastings algorithms

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