Bayesian Approaches to the Design of Markov Chain Monte Carlo Samplers

DOI10.1007/978-3-642-41095-6_22zbMATH Open1302.65009OpenAlexW2103560517MaRDI QIDQ2926232FDOQ2926232

Authors: Jonathan M. Keith, Christian M. Davey 

Publication date: 31 October 2014

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-41095-6_22

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zbMATH Keywords

random walknumerical examplesMarkov chain Monte Carlo methodsMarkov processstatistical inferenceBayesian approachMetropolis-Hasting sampling

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Sampling theory, sample surveys (62D05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sums of independent random variables; random walks (60G50)

Cited In (5)

• Title not available (Why is that?)
• Adaptive independent Metropolis-Hastings
• Markov-chain Monte Carlo methods for the Box-Behnken designs and centrally symmetric configurations
• Efficient Sequential Monte-Carlo Samplers for Bayesian Inference
• Properties of the bridge sampler with a focus on splitting the MCMC sample

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