Optimization of the antithetic Gibbs sampler for Gaussian Markov random fields

DOI10.1007/978-3-642-57678-2_35MaRDI QIDQ3297958zbMATH OpenOpenAlexFDO

Authors Johannes M. Dreesman

Publication date 21 July 2020

Published in COMPSTAT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-57678-2_35

zbMATH Keywords

antithetic parameterMCMCMCMCML estimationoutput diagnosticsvariance reduction

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Random fields; image analysis (62M40)

Recommendations

• Antithetic coupling of two Gibbs sampler chains.
• Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields
• Fast sampling of Gaussian Markov random fields
• Markov chains for exploring posterior distributions. (With discussion)
• A more efficient Gibbs sampler estimation using steady-state simulation: applications to public health studies

Cites work

• Antithetic coupling of two Gibbs sampler chains.
• Bayesian computation and stochastic systems. With comments and reply.
• Efficiency of pseudolikelihood estimation for simple Gaussian fields
• scientific article; zbMATH DE number 3513115 (Why is no real title available?)
• scientific article; zbMATH DE number 849920 (Why is no real title available?)
• Improving Stochastic Relaxation for Gussian Random Fields
• Practical Markov Chain Monte Carlo

Cited in

(1)

• Antithetic coupling of two Gibbs sampler chains.

This page was built for publication: Optimization of the antithetic Gibbs sampler for Gaussian Markov random fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3297958)