Monte Carlo methods for inference in high-dimensional systems

DOI10.1007/978-3-642-27225-7_2MaRDI QIDQ2820279zbMATH OpenOpenAlexFDO

Authors Jesper Ferkinghoff-Borg

Publication date 15 September 2016

Published in Statistics for Biology and Health (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-27225-7_2

zbMATH Keywords

ergodicityBayesian inferenceMetropolis-Hastings algorithmGibbs samplingMarkov chain Monte Carlo methodrandom numberWang-Landau methodbio-macromoleculesnon-Markovian learning algorithms

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Sampling theory, sample surveys (62D05)

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Cited in

(6)

• Parameter inference in a probabilistic model from data: regulation of transition rate in the Monte Carlo method
• Population Monte Carlo algorithm in high dimensions
• Expectation propagation in linear regression models with spike-and-slab priors
• scientific article; zbMATH DE number 3894273 (Why is no real title available?)
• scientific article; zbMATH DE number 6468196 (Why is no real title available?)
• Ensemble preconditioning for Markov chain Monte Carlo simulation

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