Advanced Markov chain Monte Carlo methods. Learning from past samples.
DOI10.1002/9780470669723zbMATH Open1209.62009OpenAlexW4240844614MaRDI QIDQ3574014FDOQ3574014
Faming Liang, Chuanhai Liu, Raymond J. Carroll
Publication date: 9 July 2010
Full work available at URL: https://doi.org/10.1002/9780470669723
Recommendations
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Statistical sampling theory and related topics (62D99)
Cited In (38)
- Prior specification for binary Markov mesh models
- Layered adaptive importance sampling
- Modelling the aggregate loss for insurance claims with dependence
- Parallel and interacting stochastic approximation annealing algorithms for global optimisation
- Bayesian object classification of gold nanoparticles
- Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC
- Issues in the multiple try Metropolis mixing
- Monte Carlo methods in Bayesian computation
- On the flexibility of the design of multiple try Metropolis schemes
- A new adaptive approach of the Metropolis-Hastings algorithm applied to structural damage identification using time domain data
- Posterior belief assessment: extracting meaningful subjective judgements from Bayesian analyses with complex statistical models
- Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals
- Free energy computations by minimization of Kullback-Leibler divergence: An efficient adaptive biasing potential method for sparse representations
- Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter
- Stochastic degradation process modeling and remaining useful life estimation with flexible random-effects
- Determining the height of energy barriers of the cyclohexene molecule using stochastic approximation
- MCMC-Driven Adaptive Multiple Importance Sampling
- Inverse estimation of thermal properties using Bayesian inference and three different sampling techniques
- A mathematical model for the dynamics and MCMC analysis of tomato bacterial wilt disease
- A multiple-try Metropolis-Hastings algorithm with tailored proposals
- Regularization of non-homogeneous dynamic Bayesian networks with global information-coupling based on hierarchical Bayesian models
- An overview of stochastic approximation Monte Carlo
- MCMC-driven importance samplers
- Multicanonical MCMC for sampling rare events: an illustrative review
- Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms
- Scaling analysis of multiple-try MCMC methods
- Calibration of adhesion models based on Bayesian inference
- Efficient estimation of the link function parameter in a robust Bayesian binary regression model
- Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering
- Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution
- Improving the acceptance in Monte Carlo simulations: sampling through intermediate states
- Approximate computations for binary Markov random fields and their use in Bayesian models
- Marginal Likelihood Computation for Model Selection and Hypothesis Testing: An Extensive Review
- A multi-point Metropolis scheme with generic weight functions
- An efficient proposal distribution for Metropolis-Hastings using a \(B\)-splines technique
- Passive Vibration Control Using Viscoelastic Materials
- Title not available (Why is that?)
- Multiple-try simulated annealing algorithm for global optimization
Uses Software
This page was built for publication: Advanced Markov chain Monte Carlo methods. Learning from past samples.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3574014)