Automatically tuned general-purpose MCMC via new adaptive diagnostics
From MaRDI portal
Publication:2358921
DOI10.1007/S00180-016-0682-2zbMath1417.65017OpenAlexW2521822742MaRDI QIDQ2358921
Jeffrey S. Rosenthal, Jinyoung Yang
Publication date: 27 June 2017
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-016-0682-2
Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Robust adaptive Metropolis algorithm with coerced acceptance rate
- Convergence of adaptive and interacting Markov chain Monte Carlo algorithms
- Optimal scaling of random walk Metropolis algorithms with discontinuous target densities
- On adaptive Markov chain Monte Carlo algorithms
- On the ergodicity properties of some adaptive MCMC algorithms
- General state space Markov chains and MCMC algorithms
- AMCMC: an R interface for adaptive MCMC
- Weak convergence and optimal scaling of random walk Metropolis algorithms
- Optimal scaling for various Metropolis-Hastings algorithms.
- Inference from iterative simulation using multiple sequences
- Grapham: graphical models with adaptive random walk Metropolis algorithms
- On the efficiency of adaptive MCMC algorithms
- Sampling-Based Approaches to Calculating Marginal Densities
- Handbook of Markov Chain Monte Carlo
- Robust Empirical Bayes Analyses of Event Rates
- Equation of State Calculations by Fast Computing Machines
- Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
- Monte Carlo sampling methods using Markov chains and their applications
- An adaptive Metropolis algorithm
This page was built for publication: Automatically tuned general-purpose MCMC via new adaptive diagnostics
