Optimal proposal distributions and adaptive MCMC
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Publication:3172404
zbMATH Open1229.65021MaRDI QIDQ3172404FDOQ3172404
Publication date: 5 October 2011
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Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
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- A Smooth Transition Finite Mixture Model for Accommodating Unobserved Heterogeneity
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- FEM-based discretization-invariant MCMC methods for PDE-constrained Bayesian inverse problems
- A Dirichlet form approach to MCMC optimal scaling
- Low-Rank Independence Samplers in Hierarchical Bayesian Inverse Problems
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- A Bayesian encompassing test using combined value-at-risk estimates
- Computing Bayes: from then `til now
- A determinant-free method to simulate the parameters of large Gaussian fields
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- Accelerating MCMC via Kriging-based adaptive independent proposals and delayed rejection
- On an adaptive preconditioned Crank-Nicolson MCMC algorithm for infinite dimensional Bayesian inference
- Bayesian inversion for electrical-impedance tomography in medical imaging using the nonlinear Poisson-Boltzmann equation
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