Adaptive Incremental Mixture Markov Chain Monte Carlo

DOI10.1080/10618600.2019.1598872OpenAlexW2962861789WikidataQ94919479 ScholiaQ94919479MaRDI QIDQ3391202FDOQ3391202

Authors: Florian Maire, Nial Friel, Antonietta Mira, Adrian E. Raftery 

Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10618600.2019.1598872

zbMATH Keywords

Bayesian inferenceadaptive MCMClocal adaptationindependence samplerimportance weight

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited In (4)

• Bayesian M-T clustering for reduced parameterisation of Markov chains used for nonlinear adaptive elements
• Adaptive sequential Monte Carlo by means of mixture of experts
• Nested adaptation of MCMC algorithms
• A novel method for damage identification based on tuning-free strategy and simple population Metropolis-Hastings algorithm

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