Sequential Monte Carlo samplers with independent Markov chain Monte Carlo proposals
From MaRDI portal
Publication:2316983
Recommendations
Cites work
- A sequential particle filter method for static models
- A vine-copula based adaptive MCMC sampler for efficient inference of dynamical systems
- Adaptive importance sampling in monte carlo integration
- Bad environments, good environments: a non-Gaussian asymmetric volatility model
- Bayesian forecasting and dynamic models.
- Consistent estimation of the order of mixture models.
- Efficient Sequential Monte-Carlo Samplers for Bayesian Inference
- Equation of state calculations by fast computing machines
- Estimating the dimension of a model
- Estimation of parameters for macroparasite population evolution using approximate Bayesian computation
- Finite mixture models
- Generalized multiple importance sampling
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 2063756 (Why is no real title available?)
- scientific article; zbMATH DE number 1500585 (Why is no real title available?)
- Inference for Lévy-driven stochastic volatility models via adaptive sequential Monte Carlo
- Markov chains for exploring posterior distributions. (With discussion)
- Negative association, ordering and convergence of resampling methods
- On the convergence of adaptive sequential Monte Carlo methods
- Randomization of Number Theoretic Methods for Multiple Integration
- Safe and Effective Importance Sampling
- Sequential Imputations and Bayesian Missing Data Problems
- Sequential Monte Carlo on large binary sampling spaces
- Sequential Monte Carlo Samplers
- Sequential Monte Carlo samplers with independent Markov chain Monte Carlo proposals
- The meta-elliptical distributions with given marginals
- Weighted Average Importance Sampling and Defensive Mixture Distributions
Cited in
(24)- Interacting sequential Monte Carlo samplers for trans-dimensional simulation
- Accelerating sequential Monte Carlo with surrogate likelihoods
- Markov chain Monte Carlo algorithms with sequential proposals
- Subsampling sequential Monte Carlo for static Bayesian models
- Sequential Monte Carlo with transformations
- Sequential Monte Carlo samplers with independent Markov chain Monte Carlo proposals
- Sequential sampling without recall from a dirichlet process
- Sequential Monte Carlo Samplers: Error Bounds and Insensitivity to Initial Conditions
- A semiautomatic method for history matching using sequential Monte Carlo
- Superposition, reduction of multivariable problems, and approximation
- Elements of sequential Monte Carlo
- CONTRIBUTIONS TO COMPUTATIONAL BAYESIAN STATISTICS
- An Invitation to Sequential Monte Carlo Samplers
- Cost free hyper-parameter selection/averaging for Bayesian inverse problems with vanilla and Rao-blackwellized SMC samplers
- Component-wise iterative ensemble Kalman inversion for static Bayesian models with unknown measurement error covariance
- Sequential Monte Carlo samplers to fit and compare insurance loss models
- Adaptive tuning of Hamiltonian Monte Carlo within sequential Monte Carlo
- Vector operations for accelerating expensive Bayesian computations - a tutorial guide
- Sequentially interacting Markov chain Monte Carlo methods
- Regularized zero-variance control variates
- Unbiased and consistent nested sampling via sequential Monte Carlo
- Persistent sampling: enhancing the efficiency of sequential Monte Carlo
- A metropolized adaptive subspace algorithm for high-dimensional Bayesian variable selection
- Rare event \(\mathrm{ABC}\)-\(\mathrm{SMC}^2\)
This page was built for publication: Sequential Monte Carlo samplers with independent Markov chain Monte Carlo proposals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2316983)