A multiple-try Metropolis-Hastings algorithm with tailored proposals

DOI10.1007/s00180-019-00878-yzbMath1505.62261arXiv1807.01914OpenAlexW2810256321WikidataQ128246492 ScholiaQ128246492MaRDI QIDQ2319482

Håkon Tjelmeland, Xin Luo

Publication date: 19 August 2019

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.01914

zbMATH Keywords

Markov chain Monte Carloacyclic graphcustomized proposalsdependent proposalsGibbs updates

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items

A Quantum Parallel Markov Chain Monte Carlo ⋮ Generating MCMC proposals by randomly rotating the regular simplex

Uses Software

• GSLIB

Cites Work

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