Partially collapsed Gibbs sampling and path-adaptive Metropolis-Hastings in high-energy astrophysics

MaRDI QIDQ3172416zbMATH OpenFDO

Authors David A. van Dyk, Taeyoung Park

Publication date 5 October 2011

zbMATH Keywords

spectral analysisMarkov chain Monte Carlo methodstatistical physicsastrophysicshigh-energy astrophysics

Mathematics Subject Classification ID

Applications of statistics to physics (62P35) Statistical astronomy (85A35) Radiative transfer in astronomy and astrophysics (85A25) Computational methods for problems pertaining to astronomy and astrophysics (85-08)

Recommendations

• On adaptive Metropolis-Hastings methods
• Partially Collapsed Gibbs Samplers
• Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals
• Ensemble samplers with affine invariance
• A modified conditional Metropolis-Hastings sampler

Cited in

(6)

• The Efficiency of Next-Generation Gibbs-Type Samplers: An Illustration Using a Hierarchical Model in Cosmology
• A threshold stochastic volatility model with explanatory variables
• Analysis of Poisson varying-coefficient models with autoregression
• Bayesian empirical likelihood inference for the generalized binomial AR(1) model
• Speed up Zig-Zag
• A Hamiltonian Monte–Carlo method for Bayesian inference of supermassive black hole binaries

This page was built for publication: Partially collapsed Gibbs sampling and path-adaptive Metropolis-Hastings in high-energy astrophysics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3172416)