A theory for the multiset sampler

DOI10.1016/J.SPL.2011.09.025MaRDI QIDQ419154zbMATHOpenAlexFDO

Authors Yuguo Chen

Publication date 18 May 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2011.09.025

zbMATH Keywords

Markov chain Monte Carlodata augmentationGibbs samplerevolutionary forest algorithmforward operator

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Asymptotic distribution theory in statistics (62E20)

Recommendations

• The Multiset Sampler
• The multiset EM algorithm
• Marginal Markov chain Monte Carlo methods
• A modified conditional Metropolis-Hastings sampler
• Stability of the Gibbs sampler for Bayesian hierarchical models

Cites work

• scientific article; zbMATH DE number 1350773 (Why is no real title available?)
• Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
• Seeking efficient data augmentation schemes via conditional and marginal augmentation
• The Calculation of Posterior Distributions by Data Augmentation
• The Collapsed Gibbs Sampler in Bayesian Computations with Applications to a Gene Regulation Problem
• The Multiset Sampler

Cited in

(4)

• An overview of stochastic approximation Monte Carlo
• The Self-Multiset Sampler
• Sample Analogs to Multidimensional Coverages with Applications to Prediction
• The Multiset Sampler

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