Sampling unnormalized probabilities: an alternative to the Metropolis-Hastings algorithm

DOI10.1137/130922549MaRDI QIDQ2874992zbMATH OpenOpenAlexFDO

Authors Stephen G. Walker

Publication date 13 August 2014

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/130922549

zbMATH Keywords

detailed balancegraphical examplesMarkov chain Monte Carlo methodMetropolis-Hastings algorithmunnormalized probabilities

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(9)

• Augmented simulation methods for discrete stochastic optimization with recourse
• Algorithm 668
• Not every Gibbs sampler is a special case of the Metropolis–Hastings algorithm
• Note on the Sampling Distribution for the Metropolis-Hastings Algorithm
• Understanding the Hastings algorithm
• A Monte Carlo Metropolis-Hastings algorithm for sampling from distributions with intractable normalizing constants
• A latent slice sampling algorithm
• Latent uniform samplers on multivariate binary spaces
• Bayesian Estimation of Clustered Dependence Structures in Functional Neuroconnectivity

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