On the use of stochastic approximation Monte Carlo for Monte Carlo integration
From MaRDI portal
Publication:1007341
DOI10.1016/J.SPL.2008.10.007zbMATH Open1156.62344OpenAlexW2028323834MaRDI QIDQ1007341FDOQ1007341
Authors: Faming Liang 
Publication date: 20 March 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.10.007
Recommendations
- Stochastic Approximation in Monte Carlo Computation
- Improving SAMC using smoothing methods: Theory and applications to Bayesian model selection problems
- Exact inference in contingency tables via stochastic approximation Monte Carlo
- Trajectory averaging for stochastic approximation MCMC algorithms
- Dynamically Weighted Importance Sampling in Monte Carlo Computation
Cites Work
- Stochastic Approximation in Monte Carlo Computation
- An adaptive Metropolis algorithm
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Monte Carlo sampling methods using Markov chains and their applications
- A Stochastic Approximation Method
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- Equi-energy sampler with applications in statistical inference and statistical mechanics
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Equation of State Calculations by Fast Computing Machines
- Stability of Stochastic Approximation under Verifiable Conditions
- Markov chains and stochastic stability
- General state space Markov chains and MCMC algorithms
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- Title not available (Why is that?)
- Real-Parameter Evolutionary Monte Carlo With Applications to Bayesian Mixture Models
- An extension of Shannon-McMillan theorem and some limit properties for nonhomogeneous Markov chains
- Dynamic weighting in Monte Carlo and optimization
- Annealing stochastic approximation Monte Carlo algorithm for neural network training
Cited In (19)
- Exact inference in contingency tables via stochastic approximation Monte Carlo
- A Theory for Dynamic Weighting in Monte Carlo Computation
- Longitudinal functional principal component modelling via stochastic approximation Monte Carlo
- Dynamically Weighted Importance Sampling in Monte Carlo Computation
- An overview of stochastic approximation Monte Carlo
- Trajectory averaging for stochastic approximation MCMC algorithms
- Improving SAMC using smoothing methods: Theory and applications to Bayesian model selection problems
- Simulated Stochastic Approximation Annealing for Global Optimization With a Square-Root Cooling Schedule
- Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities
- Learning Bayesian networks for discrete data
- On the optimization of approximate integration by Monte Carlo methods
- Double-parallel Monte Carlo for Bayesian analysis of big data
- Title not available (Why is that?)
- Stochastic Approximation in Monte Carlo Computation
- An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization
- Title not available (Why is that?)
- Bayesian Subset Modeling for High-Dimensional Generalized Linear Models
- A Theory of Statistical Models for Monte Carlo Integration
- Stochastic approximation Monte Carlo EM for change-point analysis
This page was built for publication: On the use of stochastic approximation Monte Carlo for Monte Carlo integration
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1007341)
