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

DOI10.1016/J.CSDA.2012.07.014MaRDI QIDQ2359504zbMATH OpenOpenAlexFDO

Authors Wei Shao, Guangbao Guo, Fanyu Meng, Shuqin Jia

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

\(B\)-splinesefficient proposal distributionGibbs samplingMarkov Chain Monte CarloMetropolis-Hastings algorithm

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22)

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Cites work

• A practical guide to splines
• Adaptive Rejection Metropolis Sampling within Gibbs Sampling
• Adaptive Rejection Sampling for Gibbs Sampling
• Advanced Markov chain Monte Carlo methods. Learning from past samples.
• Equation of state calculations by fast computing machines
• Exponential convergence of Langevin distributions and their discrete approximations
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• scientific article; zbMATH DE number 1821102 (Why is no real title available?)
• scientific article; zbMATH DE number 1821111 (Why is no real title available?)
• Monte Carlo sampling methods using Markov chains and their applications
• Monte Carlo strategies in scientific computing
• Optimal scaling for various Metropolis-Hastings algorithms.
• Optimal Scaling of Discrete Approximations to Langevin Diffusions
• Real-Parameter Evolutionary Monte Carlo With Applications to Bayesian Mixture Models
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• The Multiple-Try Method and Local Optimization in Metropolis Sampling
• Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.
• Weak convergence and optimal scaling of random walk Metropolis algorithms

Cited in

(8)

• Multiple-try simulated annealing algorithm for global optimization
• Employing the MCMC technique to compute the projection depth in high dimensions
• Estimation of the inverted exponentiated Rayleigh distribution based on adaptive type II progressive hybrid censored sample
• Iterative construction of Gaussian process surrogate models for Bayesian inference
• A multiple-try Metropolis-Hastings algorithm with tailored proposals
• Bayesian Markov chain Monte Carlo imputation for the transiting exoplanets with an application in clustering analysis
• Simulated annealing for the bounds of Kendall's τ and Spearman's ρ
• Covariance matrix and transfer function of dynamic generalized linear models

Describes a project that uses

Uses Software

• mcmc
• dlm

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