Optimum Monte-Carlo sampling using Markov chains

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Variance estimation in the central limit theorem for Markov chains
Micro-local analysis for the Metropolis algorithm
The Monte Carlo method
Guidelines for choosing the transition matrix in Monte Carlo methods using Markov chains
What do we know about the Metropolis algorithm?
A note on Metropolis-Hastings kernels for general state spaces
Contagion distributions for defining disease clustering in time
Information bounds for Gibbs samplers
Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields
General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals
Slice sampling. (With discussions and rejoinder)
A geometric interpretation of the Metropolis-Hastings algorithm.
Ordering and improving the performance of Monte Carlo Markov chains.
Importance sampling for families of distributions
Which ergodic averages have finite asymptotic variance?
Designing simple and efficient Markov chain Monte Carlo proposal kernels
On the asymptotic variance of reversible Markov chain without cycles
Barker's algorithm for Bayesian inference with intractable likelihoods
Efficient MCMC for Gibbs random fields using pre-computation
Algorithms for improving efficiency of discrete Markov chains
Variational principles of hitting times for non-reversible Markov chains
Optimal Hoeffding bounds for discrete reversible Markov chains.
The algebra of reversible Markov chains
CLTs and asymptotic variance of time-sampled Markov chains
Convergence rate of Markov chain methods for genomic motif discovery
Nonlocal Monte Carlo algorithm for self-avoiding walks with fixed endpoints.
Hitting, mixing and tunneling asymptotics of Metropolis-Hastings reversiblizations in the low-temperature regime
Weak convergence and optimal tuning of the reversible jump algorithm
Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario
A Metropolis-class sampler for targets with non-convex support
MALA with annealed proposals: a generalization of locally and globally balanced proposal distributions
Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection
Variational formulas for asymptotic variance of general discrete-time Markov chains
Generating MCMC proposals by randomly rotating the regular simplex
From the Bernoulli factory to a dice enterprise via perfect sampling of Markov chains
On the theoretical properties of the exchange algorithm
Variance bounding of delayed-acceptance kernels
On multiple acceleration of reversible Markov chain
A fast MCMC algorithm for the uniform sampling of binary matrices with fixed margins
On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations
Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance
Markov chain Monte Carlo algorithms with sequential proposals
Informed reversible jump algorithms
On the flexibility of the design of multiple try Metropolis schemes
Metropolis-Hastings reversiblizations of non-reversible Markov chains
Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms
Minimising MCMC variance via diffusion limits, with an application to simulated tempering
On the spectral analysis of second-order Markov chains
Stationarity preserving and efficiency increasing probability mass transfers made possible
Up-and-down experiments of first and second order
Optimal acceptance rates for Metropolis algorithms: Moving beyond 0.234
Accelerating reversible Markov chains
A theoretical framework for simulated annealing
Variational principles for asymptotic variance of general Markov processes
Correlation formulas for Markovian network processes in a random environment
On the flexibility of Metropolis-Hastings acceptance probabilities in auxiliary variable proposal generation
Variance reduction using nonreversible Langevin samplers
Information geometry approach to parameter estimation in Markov chains
Improving the convergence of reversible samplers
Does waste recycling really improve the multi-proposal Metropolis-Hastings algorithm? An analysis based on control variates
Impact of Routeing on Correlation Strength in Stationary Queueing Network Processes
A New Multinomial Model and a Zero Variance Estimation
The flip-the-state transition operator for restricted Boltzmann machines
Using simulation methods for bayesian econometric models: inference, development,and communication
Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm
A full-factor multivariate GARCH model
Optimal variance reduction for Markov chain Monte Carlo
Comparison of hit-and-run, slice sampler and random walk Metropolis
Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods
An Extension of the Metropolis Algorithm
A Tutorial on Reversible Jump MCMC with a View toward Applications in QTL-mapping
Variance reduction for diffusions
Sampling and Statistical Physics via Symmetry
Equation-solving estimator based on the general n-step MHDR algorithm
Informed proposals for local MCMC in discrete spaces
Optimal Sampling for Simulated Annealing Under Noise
Convergence of conditional Metropolis-Hastings samplers
Searching for efficient Markov chain Monte Carlo proposal kernels
Understanding the Hastings algorithm
Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics
Control Variates for the Metropolis–Hastings Algorithm
Sampling Methods for Wallenius' and Fisher's Noncentral Hypergeometric Distributions
Dependence ordering for Markov processes on partially ordered spaces
Optimal auxiliary priors and reversible jump proposals for a class of variable dimension models
Markov Kernels Local Aggregation for Noise Vanishing Distribution Sampling
Efficiency of finite state space Monte Carlo Markov chains
Maximum asymptotic variance of sums of finite Markov chains
Efficient computational strategies for doubly intractable problems with applications to Bayesian social networks
Bayesian computation: a summary of the current state, and samples backwards and forwards
Conditional sequential Monte Carlo in high dimensions
Reducing rejection exponentially improves Markov chain Monte Carlo sampling
Dimension‐independent Markov chain Monte Carlo on the sphere
A fresh Take on ‘Barker Dynamics’ for MCMC
Determining the height of energy barriers of the cyclohexene molecule using stochastic approximation
Optimal scaling of MCMC beyond Metropolis
Singular relaxation of a random walk in a box with a Metropolis Monte Carlo dynamics
A note on variance bounding for continuous time Markov chains
A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
An asymptotic Peskun ordering and its application to lifted samplers
Metropolis-Hastings transition kernel couplings

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