On the use of stochastic approximation Monte Carlo for Monte Carlo integration
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Cites work
- A Stochastic Approximation Method
- An adaptive Metropolis algorithm
- An extension of Shannon-McMillan theorem and some limit properties for nonhomogeneous Markov chains
- Annealing stochastic approximation Monte Carlo algorithm for neural network training
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Dynamic weighting in Monte Carlo and optimization
- Equation of state calculations by fast computing machines
- Equi-energy sampler with applications in statistical inference and statistical mechanics
- General state space Markov chains and MCMC algorithms
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- scientific article; zbMATH DE number 4060392 (Why is no real title available?)
- Markov chains and stochastic stability
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- Monte Carlo sampling methods using Markov chains and their applications
- Real-Parameter Evolutionary Monte Carlo With Applications to Bayesian Mixture Models
- Stability of Stochastic Approximation under Verifiable Conditions
- Stochastic Approximation in Monte Carlo Computation
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
Cited in
(22)- Use of SAMC for Bayesian analysis of statistical models with intractable normalizing constants
- An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization
- Double-parallel Monte Carlo for Bayesian analysis of big data
- scientific article; zbMATH DE number 3852302 (Why is no real title available?)
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- Exact inference in contingency tables via stochastic approximation Monte Carlo
- On the optimization of approximate integration by Monte Carlo methods
- A Theory for Dynamic Weighting in Monte Carlo Computation
- Dynamically Weighted Importance Sampling in Monte Carlo Computation
- A Theory of Statistical Models for Monte Carlo Integration
- Longitudinal functional principal component modelling via stochastic approximation Monte Carlo
- Simulated stochastic approximation annealing for global optimization with a square-root cooling schedule
- A generalization of spatial Monte Carlo integration
- Stochastic approximation Monte Carlo EM for change-point analysis
- Stochastic Approximation in Monte Carlo Computation
- Bayesian Subset Modeling for High-Dimensional Generalized Linear Models
- Trajectory averaging for stochastic approximation MCMC algorithms
- An overview of stochastic approximation Monte Carlo
- Exact inference for conditional logistic regression using stochastic approximation Monte Carlo importance sampling
- Improving SAMC using smoothing methods: Theory and applications to Bayesian model selection problems
- Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities
- Learning Bayesian networks for discrete data
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