scientific article; zbMATH DE number 1222286

MaRDI QIDQ4217795zbMATH OpenFDO

Authors Radford Neal

Publication date 15 September 1999

Full work available at URL https://arxiv.org/abs/bayes-an/9506004

zbMATH Keywords

Markov chain Monte Carlo methodoverrelaxation

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Monte Carlo methods (65C05)

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Cited in

(16)

• Improved MCMC sampling methods for estimating weighted sums in Winnow with application to DNF learning
• Improved algorithms for simulating crystalline membranes
• Slice sampling. (With discussions and rejoinder)
• Ordering and improving the performance of Monte Carlo Markov chains.
• Piecewise deterministic Markov processes for continuous-time Monte Carlo
• Antithetic coupling of two Gibbs sampler chains.
• Analysis of a nonreversible Markov chain sampler.
• Over-relaxation methods and coupled Markov chains for Monte Carlo simulation
• Constructing sampling schemes via coupling: Markov semigroups and optimal transport
• General over-relaxation Markov chain Monte Carlo algorithms for Gaussian densities
• Efficiency of finite state space Monte Carlo Markov chains
• Hamiltonian-Assisted Metropolis Sampling
• Computing Bayes: from then `til now
• Parallel Sampling of Decomposable Graphs Using Markov Chains on Junction Trees
• Preconditioned discrete-HAMS: a second-order irreversible discrete sampler
• Zero variance Markov chain Monte Carlo for Bayesian estimators

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