Optimum Monte-Carlo sampling using Markov chains

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On Gibbs Sampling for Endpoint-Conditioned Neighbor-Dependent Sequence Evolution Models
Variational principles for asymptotic variance of general Markov processes
Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection
Dimension‐independent Markov chain Monte Carlo on the sphere
On the fundamental limitations of multi-proposal Markov chain Monte Carlo algorithms
Barker's algorithm for Bayesian inference with intractable likelihoods
Informed reversible jump algorithms
Slice sampling. (With discussions and rejoinder)
Control Variates for the Metropolis–Hastings Algorithm
Does waste recycling really improve the multi-proposal Metropolis-Hastings algorithm? An analysis based on control variates
Efficient MCMC for Gibbs random fields using pre-computation
CLTs and asymptotic variance of time-sampled Markov chains
A geometric interpretation of the Metropolis-Hastings algorithm.
Optimal Sampling for Simulated Annealing Under Noise
On the flexibility of Metropolis-Hastings acceptance probabilities in auxiliary variable proposal generation
Optimal Hoeffding bounds for discrete reversible Markov chains.
Comparing stochastic volatility models through Monte Carlo simulations
Searching for efficient Markov chain Monte Carlo proposal kernels
Nonlocal Monte Carlo algorithm for self-avoiding walks with fixed endpoints.
Efficient computational strategies for doubly intractable problems with applications to Bayesian social networks
Metropolis-Hastings reversiblizations of non-reversible Markov chains
Optimal variance reduction for Markov chain Monte Carlo
Up-and-down experiments of first and second order
A note on Metropolis-Hastings kernels for general state spaces
Convergence of conditional Metropolis-Hastings samplers
Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics
On the spectral analysis of second-order Markov chains
A Tutorial on Reversible Jump MCMC with a View toward Applications in QTL-mapping
Variance bounding Markov chains
Reducing rejection exponentially improves Markov chain Monte Carlo sampling
Optimal acceptance rates for Metropolis algorithms: Moving beyond 0.234
An asymptotic Peskun ordering and its application to lifted samplers
Accelerating reversible Markov chains
Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms
Dependence ordering for Markov processes on partially ordered spaces
Sampling via Rejection-Free Partial Neighbor Search
Variational formulas for asymptotic variance of general discrete-time Markov chains
Generating MCMC proposals by randomly rotating the regular simplex
Markov Kernels Local Aggregation for Noise Vanishing Distribution Sampling
On the flexibility of the design of multiple try Metropolis schemes
Hitting, mixing and tunneling asymptotics of Metropolis-Hastings reversiblizations in the low-temperature regime
Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances
Auxiliary MCMC samplers for parallelisable inference in high-dimensional latent dynamical systems
Efficiency of reversible MCMC methods: elementary derivations and applications to composite methods
From the Bernoulli factory to a dice enterprise via perfect sampling of Markov chains
Understanding the Hastings algorithm
Comparison of hit-and-run, slice sampler and random walk Metropolis
On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations
Micro-local analysis for the Metropolis algorithm
Equation-solving estimator based on the general n-step MHDR algorithm
Which ergodic averages have finite asymptotic variance?
Variational principles of hitting times for non-reversible Markov chains
Algorithms for improving efficiency of discrete Markov chains
A fresh Take on ‘Barker Dynamics’ for MCMC
Single MCMC chain parallelisation on decision trees
Determining the height of energy barriers of the cyclohexene molecule using stochastic approximation
Designing simple and efficient Markov chain Monte Carlo proposal kernels
Stationarity preserving and efficiency increasing probability mass transfers made possible
Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm
A full-factor multivariate GARCH model
Metropolis-Hastings transition kernel couplings
Variance reduction using nonreversible Langevin samplers
Singular relaxation of a random walk in a box with a Metropolis Monte Carlo dynamics
Minimising MCMC variance via diffusion limits, with an application to simulated tempering
A fast MCMC algorithm for the uniform sampling of binary matrices with fixed margins
On the theoretical properties of the exchange algorithm
Maximum asymptotic variance of sums of finite Markov chains
Sampling and Statistical Physics via Symmetry
Variance reduction for diffusions
A theoretical framework for simulated annealing
Information geometry approach to parameter estimation in Markov chains
Extra chance generalized hybrid Monte Carlo
Information bounds for Gibbs samplers
Bayesian computation: a summary of the current state, and samples backwards and forwards
On the asymptotic variance of reversible Markov chain without cycles
Optimal Markov chain Monte Carlo sampling
Optimal scaling of MCMC beyond Metropolis
Contagion distributions for defining disease clustering in time
Improving efficiency of data augmentation algorithms using Peskun's theorem
A New Multinomial Model and a Zero Variance Estimation
Optimal auxiliary priors and reversible jump proposals for a class of variable dimension models
Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields
Constructing optimal transition matrix for Markov chain Monte Carlo
A note on variance bounding for continuous time Markov chains
Importance sampling for families of distributions
Super-efficient exact Hamiltonian Monte Carlo for the von Mises distribution
Metropolis Monte Carlo sampling: convergence, localization transition and optimality
Variance bounding of delayed-acceptance kernels
Using simulation methods for bayesian econometric models: inference, development,and communication
Improving the convergence of reversible samplers
Ordering and improving the performance of Monte Carlo Markov chains.
Conditional sequential Monte Carlo in high dimensions
The flip-the-state transition operator for restricted Boltzmann machines
The algebra of reversible Markov chains
On multiple acceleration of reversible Markov chain
Comment: On random scan Gibbs samplers
Bayesian analysis of the patterns of biological susceptibility via reversible jump MCMC sampling
Weak convergence and optimal tuning of the reversible jump algorithm
Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario
The Monte Carlo method

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