Adaptive Component-Wise Multiple-Try Metropolis Sampling

DOI10.1080/10618600.2018.1513365MaRDI QIDQ3391230zbMATH OpenOpenAlexWikidataFDO

Authors Jinyoung Yang, Evgeny Levi, Radu V. Craiu, Jeffrey S. Rosenthal

Publication date 28 March 2022

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

Full work available at URL https://arxiv.org/abs/1603.03510

zbMATH Keywords

adaptive Markov chain Monte Carlomultiple-try Metropoliscomponent-wise Metropolis-Hastings

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• Adaptive proposal distribution for random walk Metropolis algorithm
• An adaptive Metropolis algorithm
• Componentwise adaptation for high dimensional MCMC
• Convergence of adaptive and interacting Markov chain Monte Carlo algorithms
• Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
• Equation of state calculations by fast computing machines
• Ergodicity of combocontinuous adaptive MCMC algorithms
• General state space Markov chains and MCMC algorithms
• Interacting multiple try algorithms with different proposal distributions
• Learn from thy neighbor: parallel-chain and regional adaptive MCMC
• Likelihood inflating sampling algorithm
• Monte Carlo sampling methods using Markov chains and their applications
• On adaptive Markov chain Monte Carlo algorithms
• On the efficiency of adaptive MCMC algorithms
• On the ergodicity properties of some adaptive MCMC algorithms
• Optimal scaling for various Metropolis-Hastings algorithms.
• Robust adaptive Metropolis algorithm with coerced acceptance rate
• Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms
• The Multiple-Try Method and Local Optimization in Metropolis Sampling

Cited in

(5)

• Plateau proposal distributions for adaptive component-wise multiple-try metropolis
• Issues in the multiple try Metropolis mixing
• An adaptive multiple-try Metropolis algorithm
• Adaptive independent Metropolis-Hastings
• scientific article; zbMATH DE number 2017344 (Why is no real title available?)

Describes a project that uses

Uses Software

• ramcmc
• BGX
• Bioconductor

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