Antithetic coupling of two Gibbs sampler chains.
From MaRDI portal
Publication:1848817
DOI10.1214/AOS/1015956710zbMATH Open1105.65303OpenAlexW2000911694MaRDI QIDQ1848817FDOQ1848817
Authors: Arnoldo Frigessi, J. Gåsemyr, Håvard Rue 
Publication date: 14 November 2002
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1015956710
Recommendations
- Optimization of the antithetic Gibbs sampler for Gaussian Markov random fields
- Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo
- Information bounds for Gibbs samplers
- Subsampling the Gibbs sampler: variance reduction
- Gibbs sampling, conjugate priors and coupling
Cites Work
- Bayesian Inference of Survival Probabilities, Under Stochastic Ordering Constraints
- Improving Stochastic Relaxation for Gussian Random Fields
- Sampling-Based Approaches to Calculating Marginal Densities
- Title not available (Why is that?)
- Title not available (Why is that?)
- Markov chains and stochastic stability
- Association of Random Variables, with Applications
- Title not available (Why is that?)
- Antithetic acceleration of Monte Carlo integration in Bayesian inference
- Title not available (Why is that?)
- Perfect Simulation of Conditionally Specified Models
Cited In (11)
- Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo
- Optimization of the antithetic Gibbs sampler for Gaussian Markov random fields
- Designing simple and efficient Markov chain Monte Carlo proposal kernels
- Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm
- Constructing sampling schemes via coupling: Markov semigroups and optimal transport
- Bayesian computation: a summary of the current state, and samples backwards and forwards
- Information bounds for Gibbs samplers
- A quasi-Monte Carlo Metropolis algorithm
- New inputs and methods for Markov chain quasi-Monte Carlo
- Computing Bayes: from then `til now
- Living on the edge: an unified approach to antithetic sampling
This page was built for publication: Antithetic coupling of two Gibbs sampler chains.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1848817)
