On the Flexibility of Metropolis-Hastings Acceptance Probabilities in Auxiliary Variable Proposal Generation

DOI10.1111/j.1467-9469.2010.00709.xzbMath1246.60097OpenAlexW2103205105MaRDI QIDQ2911670

Geir Storvik

Publication date: 1 September 2012

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10852/10374

zbMATH Keywords

metropolisMarkov chain Monte Carloauxiliary variablesHastings algorithmsacceptance probabilities

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05)

Related Items

Exact Bayesian inference for the Bingham distribution ⋮ On the Flexibility of Metropolis-Hastings Acceptance Probabilities in Auxiliary Variable Proposal Generation ⋮ Mode jumping MCMC for Bayesian variable selection in GLMM ⋮ A multi-point Metropolis scheme with generic weight functions ⋮ Transdimensional transformation based Markov chain Monte Carlo ⋮ On the flexibility of the design of multiple try Metropolis schemes ⋮ Sequential state inference of engineering systems through the particle move-reweighting algorithm ⋮ A multiple-try Metropolis-Hastings algorithm with tailored proposals ⋮ Metropolized Randomized Maximum Likelihood for Improved Sampling from Multimodal Distributions

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