Optimal thinning of MCMC output

DOI10.1111/RSSB.12503MaRDI QIDQ6600853zbMATH OpenFDO

Authors Marina Riabiz, Wilson Y. Chen, Jon Cockayne, Pawel Swietach, Steven A. Niederer, Lester Mackey, Chris J. Oates

Publication date 10 September 2024

Published in Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1111/RSSB.12503

zbMATH Keywords

Bayesian computationgreedy optimisationMarkov chain Monte Carloreproducing kernelStein's method

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(5)

• Nested \(\widehat{R}\): assessing the convergence of Markov chain Monte Carlo when running many short chains
• Transporting higher-order quadrature rules -- quasi-Monte Carlo points and sparse grids for mixture distributions
• Controlling moments with kernel Stein discrepancies
• Input-output space-filling representative points for clustering, modeling, and estimation
• Robust high-dimensional non-parametric representative points via density-guided clustering

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