Adaptive Markov Chain Monte Carlo through Regeneration
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Publication:4541165
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- Computational advances for and from Bayesian analysis
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- Comparison of statistical inversion with iteratively regularized Gauss Newton method for image reconstruction in electrical impedance tomography
- Emulation of higher-order tensors in manifold Monte Carlo methods for Bayesian inverse problems
- Adaptive independent Metropolis-Hastings
- Stochastic approximation and Newton's estimate of a mixing distribution
- Bayesian networks: regenerative Gibbs samplings
- Monte Carlo methods for improper target distributions
- Bayesian computation: a summary of the current state, and samples backwards and forwards
- Markov chain Monte Carlo estimation of quantiles
- Markov-chain monte carlo: Some practical implications of theoretical results
- A dynamic bi-orthogonal field equation approach to efficient Bayesian inversion
- On the stability and ergodicity of adaptive scaling Metropolis algorithms
- A new strategy for speeding Markov chain Monte Carlo algorithms
- Adaptive Markov chain Monte Carlo for auxiliary variable method and its application to parallel tempering
- A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
- Annealing evolutionary stochastic approximation Monte Carlo for global optimization
- Adaptive Incremental Mixture Markov Chain Monte Carlo
- Annealing evolutionary stochastic approximation Monte Carlo for global optimization
- Learn from thy neighbor: parallel-chain and regional adaptive MCMC
- Rigorous confidence bounds for MCMC under a geometric drift condition
- Multilevel estimation of rare events
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