Generating MCMC proposals by randomly rotating the regular simplex

DOI10.1016/J.JMVA.2022.105106OpenAlexW3205820926MaRDI QIDQ2111065FDOQ2111065

Andrew J. Holbrook

Publication date: 23 December 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.06445

zbMATH Keywords

Markov chain Monte Carloorthogonal groupHaar measureparallel MCMC

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multivariate analysis (62Hxx)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Slice sampling. (With discussions and rejoinder)
• Weak convergence and optimal scaling of random walk Metropolis algorithms
• Markov chains for exploring posterior distributions. (With discussion)
• An adaptive Metropolis algorithm
• Monte Carlo sampling methods using Markov chains and their applications
• Equation of State Calculations by Fast Computing Machines
• A multiple-try Metropolis-Hastings algorithm with tailored proposals
• The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
• Optimum Monte-Carlo sampling using Markov chains
• The Multiple-Try Method and Local Optimization in Metropolis Sampling
• Scaling analysis of multiple-try MCMC methods
• Generation of Random Orthogonal Matrices
• A Course in Abstract Harmonic Analysis
• On parallelizable Markov chain Monte Carlo algorithms with waste-recycling
• Differentiating the pseudo determinant

Cited In (1)

• A Quantum Parallel Markov Chain Monte Carlo

Uses Software

• pracma
• TensorFlow

Recommendations

• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• An efficient MCMC algorithm to sample binary matrices with fixed marginals 👍 👎
• Efficient MCMC sampling in dynamic mixture models 👍 👎
• Designing simple and efficient Markov chain Monte Carlo proposal kernels 👍 👎
• Regenerative Markov Chain Monte Carlo for Any Distribution 👍 👎

This page was built for publication: Generating MCMC proposals by randomly rotating the regular simplex

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2111065)