On the flexibility of Metropolis-Hastings acceptance probabilities in auxiliary variable proposal generation

DOI10.1111/J.1467-9469.2010.00709.XMaRDI QIDQ2911670zbMATH OpenOpenAlexFDO

Authors 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

Markov chain Monte Carlometropolisauxiliary variablesHastings algorithmsacceptance probabilities

Mathematics Subject Classification ID

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

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• Markov chains for exploring posterior distributions. (With discussion)
• Mode jumping proposals in MCMC
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• On Block Updating in Markov Random Field Models for Disease Mapping
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• On the flexibility of Metropolis-Hastings acceptance probabilities in auxiliary variable proposal generation
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• The Calculation of Posterior Distributions by Data Augmentation
• The Multiple-Try Method and Local Optimization in Metropolis Sampling
• The pseudo-marginal approach for efficient Monte Carlo computations
• Weak convergence and optimal scaling of random walk Metropolis algorithms

Cited in

(9)

• Transdimensional transformation based Markov chain Monte Carlo
• On the flexibility of the design of multiple try Metropolis schemes
• Mode jumping MCMC for Bayesian variable selection in GLMM
• A multiple-try Metropolis-Hastings algorithm with tailored proposals
• Metropolized randomized maximum likelihood for improved sampling from multimodal distributions
• Sequential state inference of engineering systems through the particle move-reweighting algorithm
• Exact Bayesian inference for the Bingham distribution
• A multi-point Metropolis scheme with generic weight functions
• On the flexibility of Metropolis-Hastings acceptance probabilities in auxiliary variable proposal generation

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