Ordering and improving the performance of Monte Carlo Markov chains.
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Cites work
- scientific article; zbMATH DE number 1222286 (Why is no real title available?)
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- A geometric interpretation of the Metropolis-Hastings algorithm.
- A note on Metropolis-Hastings kernels for general state spaces
- Adaptive Markov Chain Monte Carlo through Regeneration
- Adaptive proposal distribution for random walk Metropolis algorithm
- An adaptive Metropolis algorithm
- Analysis of a nonreversible Markov chain sampler.
- Delayed rejection in reversible jump Metropolis-Hastings.
- Efficiency and Convergence Properties of Slice Samplers
- Efficiency of empirical estimators for Markov chains
- Improving Convergence of the Hastings–Metropolis Algorithm with an Adaptive Proposal
- Markov chain Monte Carlo and Rao-Blackwellization
- Markov chains for exploring posterior distributions. (With discussion)
- Monotone and Convex Operator Functions
- Optimal spectral structure of reversible stochastic matrices, Monte Carlo methods and the simulation of Markov random fields
- Optimum Monte-Carlo sampling using Markov chains
- Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields
- Rao-Blackwellisation of sampling schemes
- Reversible Markov chains and optimality of symmetrized empirical estimators
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Sampling-Based Approaches to Calculating Marginal Densities
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- Convergence rate of Markov chain methods for genomic motif discovery
- Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods
- Comparison of hit-and-run, slice sampler and random walk Metropolis
- Accelerating reversible Markov chains
- A Metropolis-class sampler for targets with non-convex support
- First hitting time analysis of the independence Metropolis sampler
- On the empirical efficiency of local MCMC algorithms with pools of proposals
- scientific article; zbMATH DE number 1222286 (Why is no real title available?)
- Constructing optimal transition matrix for Markov chain Monte Carlo
- Estimation in Dirichlet random effects models
- Efficiency of finite state space Monte Carlo Markov chains
- Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm
- From the Bernoulli factory to a dice enterprise via perfect sampling of Markov chains
- An Extension of the Metropolis Algorithm
- The order of degeneracy of Markov chain Monte Carlo method
- Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors
- Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario
- Comment: On random scan Gibbs samplers
- Optimal Markov chain Monte Carlo sampling
- Implementing random scan Gibbs samplers
- A note on Markov chain Monte Carlo sweep strategies
- The slice sampler and centrally symmetric distributions
- Variance reduction for diffusions
- Variance bounding Markov chains
- On the theoretical properties of the exchange algorithm
- Low-rank separated representation surrogates of high-dimensional stochastic functions: application in Bayesian inference
- Stationarity preserving and efficiency increasing probability mass transfers made possible
- Sandwich algorithms for Bayesian variable selection
- On the use of Markov chain Monte Carlo methods for the sampling of mixture models: a statistical perspective
- Cumulative cohort design for dose-finding
- Up-and-down experiments of first and second order
- Accelerating Brownian motion on \(N\)-torus
- Living on the edge: an unified approach to antithetic sampling
- Sampling algorithms in statistical physics: a guide for statistics and machine learning
- Establishing some order amongst exact approximations of MCMCs
- Scaling analysis of delayed rejection MCMC methods
- Algorithms for improving efficiency of discrete Markov chains
- Attaining the optimal Gaussian diffusion acceleration
- Auxiliary parameter MCMC for exponential random graph models
- Efficient computational strategies for doubly intractable problems with applications to Bayesian social networks
- Improving the convergence of reversible samplers
- An extension of Peskun and Tierney orderings to continuous time Markov chains
- Minimising MCMC variance via diffusion limits, with an application to simulated tempering
- Covariance ordering for discrete and continuous time Markov chains
- Approximation and sampling of multivariate probability distributions in the tensor train decomposition
- Barker's algorithm for Bayesian inference with intractable likelihoods
- Adaptive Incremental Mixture Markov Chain Monte Carlo
- Variance reduction using nonreversible Langevin samplers
- Implementing componentwise Hastings algorithms
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