On the fundamental limitations of multi-proposal Markov chain Monte Carlo algorithms
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Cites work
- A note on Metropolis-Hastings kernels for general state spaces
- An adaptive multiple-try Metropolis algorithm
- Convergence rate of multiple-try Metropolis independent sampler
- Explicit convergence bounds for Metropolis Markov chains: isoperimetry, spectral gaps and profiles
- Generating MCMC proposals by randomly rotating the regular simplex
- scientific article; zbMATH DE number 1082719 (Why is no real title available?)
- scientific article; zbMATH DE number 1843488 (Why is no real title available?)
- Informed proposals for local MCMC in discrete spaces
- Markov chains and mixing times. With a chapter on ``Coupling from the past by James G. Propp and David B. Wilson.
- Monte Carlo sampling methods using Markov chains and their applications
- Optimum Monte-Carlo sampling using Markov chains
- Pseudo-marginal Metropolis–Hastings sampling using averages of unbiased estimators
- Scaling analysis of multiple-try MCMC methods
- The Multiple-Try Method and Local Optimization in Metropolis Sampling
- The use of a single pseudo-sample in approximate Bayesian computation
- Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers
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