Optimum Monte-Carlo sampling using Markov chains
From MaRDI portal
Publication:3214140
DOI10.1093/biomet/60.3.607zbMath0271.62041OpenAlexW2122891730MaRDI QIDQ3214140
Publication date: 1973
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/8450a1b0d8f04ca131c55b53a52554c17131c9ae
Related Items (only showing first 100 items - show all)
Reducing rejection exponentially improves Markov chain Monte Carlo sampling ⋮ Dimension‐independent Markov chain Monte Carlo on the sphere ⋮ A fresh Take on ‘Barker Dynamics’ for MCMC ⋮ Determining the height of energy barriers of the cyclohexene molecule using stochastic approximation ⋮ Optimal scaling of MCMC beyond Metropolis ⋮ Singular relaxation of a random walk in a box with a Metropolis Monte Carlo dynamics ⋮ Which ergodic averages have finite asymptotic variance? ⋮ Markov Kernels Local Aggregation for Noise Vanishing Distribution Sampling ⋮ Optimal Hoeffding bounds for discrete reversible Markov chains. ⋮ Sampling Methods for Wallenius' and Fisher's Noncentral Hypergeometric Distributions ⋮ Designing simple and efficient Markov chain Monte Carlo proposal kernels ⋮ On the theoretical properties of the exchange algorithm ⋮ Variance reduction using nonreversible Langevin samplers ⋮ Information geometry approach to parameter estimation in Markov chains ⋮ On the asymptotic variance of reversible Markov chain without cycles ⋮ Accelerating reversible Markov chains ⋮ Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields ⋮ On the Flexibility of Metropolis-Hastings Acceptance Probabilities in Auxiliary Variable Proposal Generation ⋮ A theoretical framework for simulated annealing ⋮ Improving the convergence of reversible samplers ⋮ General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals ⋮ Variance bounding of delayed-acceptance kernels ⋮ A Tutorial on Reversible Jump MCMC with a View toward Applications in QTL-mapping ⋮ On multiple acceleration of reversible Markov chain ⋮ Control Variates for the Metropolis–Hastings Algorithm ⋮ Optimal Variance Reduction for Markov Chain Monte Carlo ⋮ A fast MCMC algorithm for the uniform sampling of binary matrices with fixed margins ⋮ On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations ⋮ Constructing optimal transition matrix for Markov chain Monte Carlo ⋮ The flip-the-state transition operator for restricted Boltzmann machines ⋮ A note on variance bounding for continuous time Markov chains ⋮ The algebra of reversible Markov chains ⋮ Equation-solving estimator based on the general n-step MHDR algorithm ⋮ Conditional sequential Monte Carlo in high dimensions ⋮ Comment: On random scan Gibbs samplers ⋮ Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance ⋮ The Monte Carlo method ⋮ Bayesian analysis of the patterns of biological susceptibility via reversible jump MCMC sampling ⋮ Guidelines for choosing the transition matrix in Monte Carlo methods using Markov chains ⋮ Variational principles for asymptotic variance of general Markov processes ⋮ CLTs and asymptotic variance of time-sampled Markov chains ⋮ A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data ⋮ Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm ⋮ Slice sampling. (With discussions and rejoinder) ⋮ Barker's algorithm for Bayesian inference with intractable likelihoods ⋮ Convergence rate of Markov chain methods for genomic motif discovery ⋮ Comparison of hit-and-run, slice sampler and random walk Metropolis ⋮ Markov chain Monte Carlo algorithms with sequential proposals ⋮ Efficient MCMC for Gibbs random fields using pre-computation ⋮ Minimising MCMC variance via diffusion limits, with an application to simulated tempering ⋮ Informed Proposals for Local MCMC in Discrete Spaces ⋮ Optimal Sampling for Simulated Annealing Under Noise ⋮ Impact of Routeing on Correlation Strength in Stationary Queueing Network Processes ⋮ Nonlocal Monte Carlo algorithm for self-avoiding walks with fixed endpoints. ⋮ Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods ⋮ A geometric interpretation of the Metropolis-Hastings algorithm. ⋮ Ordering and improving the performance of Monte Carlo Markov chains. ⋮ On the spectral analysis of second-order Markov chains ⋮ Variance bounding Markov chains ⋮ Variance reduction for diffusions ⋮ Informed reversible jump algorithms ⋮ Stationarity preserving and efficiency increasing probability mass transfers made possible ⋮ Algorithms for improving efficiency of discrete Markov chains ⋮ Hitting, mixing and tunneling asymptotics of Metropolis-Hastings reversiblizations in the low-temperature regime ⋮ Comparing stochastic volatility models through Monte Carlo simulations ⋮ Weak convergence and optimal tuning of the reversible jump algorithm ⋮ Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics ⋮ A New Multinomial Model and a Zero Variance Estimation ⋮ Convergence of Conditional Metropolis-Hastings Samplers ⋮ Searching for efficient Markov chain Monte Carlo proposal kernels ⋮ On the flexibility of the design of multiple try Metropolis schemes ⋮ Up-and-down experiments of first and second order ⋮ An Extension of the Metropolis Algorithm ⋮ Dependence ordering for Markov processes on partially ordered spaces ⋮ Efficiency of finite state space Monte Carlo Markov chains ⋮ Maximum asymptotic variance of sums of finite Markov chains ⋮ Extra chance generalized hybrid Monte Carlo ⋮ Variational principles of hitting times for non-reversible Markov chains ⋮ Efficient computational strategies for doubly intractable problems with applications to Bayesian social networks ⋮ Bayesian computation: a summary of the current state, and samples backwards and forwards ⋮ Metropolis-Hastings reversiblizations of non-reversible Markov chains ⋮ Improving efficiency of data augmentation algorithms using Peskun's theorem ⋮ Correlation formulas for Markovian network processes in a random environment ⋮ Optimal acceptance rates for Metropolis algorithms: Moving beyond 0.234 ⋮ Variance estimation in the central limit theorem for Markov chains ⋮ Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario ⋮ A Metropolis-class sampler for targets with non-convex support ⋮ A full-factor multivariate GARCH model ⋮ Micro-local analysis for the Metropolis algorithm ⋮ What do we know about the Metropolis algorithm? ⋮ MALA with annealed proposals: a generalization of locally and globally balanced proposal distributions ⋮ Does Waste Recycling Really Improve the Multi-Proposal Metropolis–Hastings algorithm? an Analysis Based on Control Variates ⋮ Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection ⋮ Importance sampling for families of distributions ⋮ A note on Metropolis-Hastings kernels for general state spaces ⋮ Contagion distributions for defining disease clustering in time ⋮ Understanding the Hastings Algorithm ⋮ Information bounds for Gibbs samplers ⋮ OPTIMAL AUXILIARY PRIORS AND REVERSIBLE JUMP PROPOSALS FOR A CLASS OF VARIABLE DIMENSION MODELS ⋮ Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms
This page was built for publication: Optimum Monte-Carlo sampling using Markov chains
