On Metropolis-Hastings algorithms with delayed rejection

zbMATH Open0998.65502MaRDI QIDQ1605892FDOQ1605892

Authors: Antonietta Mira 

Publication date: 28 July 2002

Published in: Metron (Search for Journal in Brave)

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zbMATH Keywords

Markov chainasymptotic varianceiterative formulaMetropolis-Hastings algorithmsacceptance probabilitydelaying rejection algorithm

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40)

Cited In (39)

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• Nonlocal viscoelastic Euler-Bernoulli beam model: a Bayesian approach for parameter estimation using the delayed rejection adaptive metropolis algorithm
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• Matrix exponential stochastic volatility with cross leverage
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• Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions
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• MCMC methods for inference in a mathematical model of pulmonary circulation
• Variance bounding of delayed-acceptance kernels
• Bayesian inference of nonlinear unsteady aerodynamics from aeroelastic limit cycle oscillations
• Practical identifiability and uncertainty quantification of a pulsatile cardiovascular model
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• A simulation smoother for long memory time series with correlated and heteroskedastic additive noise
• Geometric integrators and the Hamiltonian Monte Carlo method
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• hIPPYlib-MUQ: a Bayesian inference software framework for integration of data with complex predictive models under uncertainty
• On the flexibility of Metropolis-Hastings acceptance probabilities in auxiliary variable proposal generation
• Optimal scaling of Metropolis algorithms: Heading toward general target distributions
• Transport map accelerated Markov chain Monte Carlo
• Efficient computational strategies for doubly intractable problems with applications to Bayesian social networks

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