Adaptive Markov chain Monte Carlo for auxiliary variable method and its application to parallel tempering

DOI10.1016/J.NEUNET.2013.02.001zbMath1367.65020arXiv1207.3195OpenAlexW2049472572WikidataQ44276625 ScholiaQ44276625MaRDI QIDQ2510806

Kazushi Ikeda, Takamitsu Araki

Publication date: 4 August 2014

Published in: Neural Networks (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.3195

zbMATH Keywords

parallel temperingadaptive Markov chain Monte Carloconvergence theoremauxiliary variable method

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (1)

An efficient sampling algorithm with adaptations for Bayesian variable selection

Cites Work

• Convergence of adaptive and interacting Markov chain Monte Carlo algorithms
• On Bayesian model and variable selection using MCMC
• A computational framework for empirical Bayes inference
• On the ergodicity properties of some adaptive MCMC algorithms
• Asymptotic behavior of exchange ratio in exchange Monte Carlo method
• Auxiliary Variable Methods for Markov Chain Monte Carlo with Applications
• Adaptive Markov Chain Monte Carlo through Regeneration
• Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
• Monte Carlo sampling methods using Markov chains and their applications
• An adaptive Metropolis algorithm
• Monte Carlo strategies in scientific computing
• Unnamed Item
• Unnamed Item

This page was built for publication: Adaptive Markov chain Monte Carlo for auxiliary variable method and its application to parallel tempering