An efficient proposal distribution for Metropolis-Hastings using a \(B\)-splines technique

DOI10.1016/j.csda.2012.07.014zbMath1365.65026OpenAlexW2019362891MaRDI QIDQ2359504

Guangbao Guo, Shuqin Jia, Fanyu Meng, Wei Shao

Publication date: 29 June 2017

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2012.07.014

zbMATH Keywords

\(B\)-splinesMetropolis-Hastings algorithmGibbs samplingMarkov Chain Monte Carloefficient proposal distribution

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22)

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Uses Software

• dlm
• mcmc

Cites Work

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• Optimal Scaling of Discrete Approximations to Langevin Diffusions
• Adaptive Rejection Metropolis Sampling within Gibbs Sampling
• Real-Parameter Evolutionary Monte Carlo With Applications to Bayesian Mixture Models
• The Multiple-Try Method and Local Optimization in Metropolis Sampling
• Adaptive Rejection Sampling for Gibbs Sampling
• Equation of State Calculations by Fast Computing Machines
• Monte Carlo sampling methods using Markov chains and their applications
• Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.
• Monte Carlo strategies in scientific computing