Markov Chain Monte Carlo Algorithms: Theory and Practice

DOI10.1007/978-3-642-04107-5_9MaRDI QIDQ3405431zbMATH OpenOpenAlexFDO

Authors Jeffrey S. Rosenthal

Publication date 15 February 2010

Published in Monte Carlo and Quasi-Monte Carlo Methods 2008 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-04107-5_9

zbMATH Keywords

convergenceMarkov chain Monte Carlo algorithms

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(27)

• Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
• Bayesian inference for conditional copulas using Gaussian process single index models
• Convergence rates of attractive-repulsive MCMC algorithms
• Automatically tuned general-purpose MCMC via new adaptive diagnostics
• Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels
• On the containment condition for adaptive Markov chain Monte Carlo algorithms
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• On the convergence rates of some adaptive Markov chain Monte Carlo algorithms
• A Coupling-Regeneration Scheme for Diagnosing Convergence in Markov Chain Monte Carlo Algorithms
• scientific article; zbMATH DE number 1246228 (Why is no real title available?)
• Markov-chain monte carlo: Some practical implications of theoretical results
• Convergence of adaptive and interacting Markov chain Monte Carlo algorithms
• Adaptive Markov Chain Monte Carlo through Regeneration
• MC's for MCMC'ists
• Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
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• Markov chain Monte Carlo methods: theory and practice
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• The containment condition and AdapFail algorithms
• MCMC for imbalanced categorical data
• scientific article; zbMATH DE number 6781368 (Why is no real title available?)
• MCMC with strings and branes: the suburban algorithm (extended version)
• Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
• Markov chain Monte Carlo methods with applications to signal processing.
• A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
• General state space Markov chains and MCMC algorithms
• Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains

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