Parallel generalized elliptical slice sampling with adaptive regional pseudo-priors

DOI10.1080/00949655.2020.1790562MaRDI QIDQ5036907zbMATH OpenOpenAlexFDO

Authors S. Li, Geoffrey K. F. Tso, Jin Li

Publication date 23 February 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2020.1790562

zbMATH Keywords

adaptiveelliptical slice samplingmulti-modalparallelregional pseudo-prior

Mathematics Subject Classification ID

Statistics (62-XX) Sampling theory, sample surveys (62D05)

Cites work

• A multi-point Metropolis scheme with generic weight functions
• Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
• Finite Mixture Models for Proportions
• Learn from thy neighbor: parallel-chain and regional adaptive MCMC
• Markov chains and stochastic stability
• MCMC using Hamiltonian dynamics
• Mode jumping proposals in MCMC
• Monte Carlo sampling methods using Markov chains and their applications
• On parallel implementation of sequential Monte Carlo methods: the island particle model
• Parallel MCMC with generalized elliptical slice sampling
• Pattern recognition and machine learning.
• Powered embarrassing parallel MCMC sampling in Bayesian inference, a weighted average intuition
• Slice sampling. (With discussions and rejoinder)

Describes a project that uses

Uses Software

• PRMLT

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