On adaptive Markov chain Monte Carlo algorithms
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Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 1972910 (Why is no real title available?)
- scientific article; zbMATH DE number 3992716 (Why is no real title available?)
- scientific article; zbMATH DE number 840151 (Why is no real title available?)
- A Stochastic Approximation Method
- Adaptive Markov Chain Monte Carlo through Regeneration
- An adaptive Metropolis algorithm
- An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
- Computable bounds for geometric convergence rates of Markov chains
- Geometric ergodicity of Metropolis algorithms
- Monte Carlo strategies in scientific computing
- Optimal scaling for various Metropolis-Hastings algorithms.
- Stability of Stochastic Approximation under Verifiable Conditions
- Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results
- Weak convergence and optimal scaling of random walk Metropolis algorithms
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- Beta-CoRM: a Bayesian approach for n-gram profiles analysis
- Optimal Bayesian adaptive design for test-item calibration
- Model uncertainty in claims reserving within Tweedie's compound Poisson models
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- Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC
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- Preconditioned Bayesian regression for stochastic chemical kinetics
- Autoregressive Moving Average Infinite Hidden Markov-Switching Models
- Forecasting with a panel Tobit model
- Optimal scaling for the transient phase of Metropolis Hastings algorithms: the longtime behavior
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- A strong law of large numbers for strongly mixing processes
- Fast MMPTs: a fast approximate sampler toward a mixture of multivariate polya trees
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- Ergodicity of combocontinuous adaptive MCMC algorithms
- Seemingly unrelated multi-state processes: a Bayesian semiparametric approach
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- AMCMC: an R interface for adaptive MCMC
- Markov chain Monte Carlo algorithms with sequential proposals
- Adaptive Markov Chain Monte Carlo through Regeneration
- Langevin type limiting processes for adaptive MCMC
- f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models
- Accelerating adaptation in the adaptive Metropolis–Hastings random walk algorithm
- The containment condition and AdapFail algorithms
- State-dependent swap strategies and automatic reduction of number of temperatures in adaptive parallel tempering algorithm
- Bayesian density estimation from grouped continuous data
- Bayesian nonparametric vector autoregressive models
- Hopping between distant basins
- An adaptive truncation method for inference in Bayesian nonparametric models
- On the efficiency of adaptive MCMC algorithms
- Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
- Limit theorems for some adaptive MCMC algorithms with subgeometric kernels
- On the ergodicity of the adaptive Metropolis algorithm on unbounded domains
- On the stability and ergodicity of adaptive scaling Metropolis algorithms
- Sequential Monte Carlo EM for multivariate probit models
- Simple Monte Carlo and the Metropolis algorithm
- On the ergodicity properties of some adaptive MCMC algorithms
- Componentwise adaptation for high dimensional MCMC
- Bayesian analysis of the ordinal Markov random field
- Adaptive Component-Wise Multiple-Try Metropolis Sampling
- An adaptive approach to Langevin MCMC
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