The Multiple-Try Method and Local Optimization in Metropolis Sampling

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(86)

Multipoint Metropolis method with application to hybrid Monte Carlo
Plateau proposal distributions for adaptive component-wise multiple-try metropolis
Neuronized Priors for Bayesian Sparse Linear Regression
Layered adaptive importance sampling
Bayesian Estimation of Inverse Dose Response
On the accept-reject mechanism for Metropolis-Hastings algorithms
Reliability analysis of cold-standby systems using a self-stratifying subset simulation method
Transdimensional transformation based Markov chain Monte Carlo
Issues in the multiple try Metropolis mixing
Sampling via Rejection-Free Partial Neighbor Search
Semiparametric transformation models with Bayesian P-splines
Generating MCMC proposals by randomly rotating the regular simplex
Sampling by divergence minimization
Markov Kernels Local Aggregation for Noise Vanishing Distribution Sampling
On the flexibility of the design of multiple try Metropolis schemes
On parallelizable Markov chain Monte Carlo algorithms with waste-recycling
Mode jumping MCMC for Bayesian variable selection in GLMM
Markov chain Monte Carlo sampling using a reservoir method
Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals
Weak Convergence Rates of Population Versus Single-Chain Stochastic Approximation MCMC Algorithms
Quantifying intrinsic and extrinsic noise in gene transcription using the linear noise approximation: an application to single cell data
Bayesian randomized response technique with multiple sensitive attributes: the case of information systems resource misuse
Multilevel Delayed Acceptance MCMC
Bayesian hierarchical model for analyzing multiresponse longitudinal pharmacokinetic data
Exploring the conformational space for protein folding with sequential Monte Carlo
An adaptive multiple-try Metropolis algorithm
Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm
A parallel evolutionary multiple-try Metropolis Markov chain Monte Carlo algorithm for sampling spatial partitions
Metropolis-Hastings transition kernel couplings
A multiple-try Metropolis-Hastings algorithm with tailored proposals
Sampling and Statistical Physics via Symmetry
Metropolized randomized maximum likelihood for improved sampling from multimodal distributions
Convergence rate of multiple-try Metropolis independent sampler
Monte Carlo Approximation of Bayes Factors via Mixing With Surrogate Distributions
Employing the MCMC technique to compute the projection depth in high dimensions
An overview of stochastic approximation Monte Carlo
Optimal Markov chain Monte Carlo sampling
Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models
Distributed evolutionary Monte Carlo for Bayesian computing
Construction of weakly CUD sequences for MCMC sampling
Global Likelihood Sampler for Multimodal Distributions
Bayesian local influence of generalized failure time models with latent variables and multivariate censored data
Dimension-free relaxation times of informed MCMC samplers on discrete spaces
Weighted particle tempering
Efficient Gibbs sampling for Markov switching GARCH models
Maximum likelihood estimation of nonlinear structural equation models
Analysis of Multiple-try Metropolis via Poincaré inequalities
Metropolis Monte Carlo sampling: convergence, localization transition and optimality
Strategies for Fitting Large, Geostatistical Data in MCMC Simulation
Scaling analysis of multiple-try MCMC methods
Accelerated simulated tempering
Parallelizing MCMC sampling via space partitioning
Informed proposals for local MCMC in discrete spaces
Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods
Exact recording of Metropolis-Hastings-class Monte Carlo simulations using one bit per sample
A generalized multiple-try version of the reversible jump algorithm
A Metropolis-class sampler for targets with non-convex support
Improving the acceptance in Monte Carlo simulations: sampling through intermediate states
Convergence of Griddy Gibbs sampling and other perturbed Markov chains
Metropolized Knockoff Sampling
Markov chain Monte Carlo algorithms with sequential proposals
Particle Markov Chain Monte Carlo Methods
Parameter estimation in nonlinear environmental problems
The Self-Multiset Sampler
Computing the halfspace depth with multiple try algorithm and simulated annealing algorithm
Inverse dispersion for an unknown number of sources: model selection and uncertainty analysis
Interacting multiple try algorithms with different proposal distributions
Ensemble transport adaptive importance sampling
Approximate Bayesian computation sequential Monte Carlo via random forests
Assessing phenotypic correlation through the multivariate phylogenetic latent liability model
Bayesian diagnostics of transformation structural equation models
On the fundamental limitations of multi-proposal Markov chain Monte Carlo algorithms
Generalized multiple-point Metropolis algorithms for approximate Bayesian computation
A fast particle-based approach for calibrating a 3-D model of the Antarctic ice sheet
A multi-point Metropolis scheme with generic weight functions
An efficient proposal distribution for Metropolis-Hastings using a \(B\)-splines technique
On the empirical efficiency of local MCMC algorithms with pools of proposals
Computing Bayes: from then `til now
Volatility prediction based on scheduled macroeconomic announcements
Accelerating MCMC algorithms
Adaptive Component-Wise Multiple-Try Metropolis Sampling
Bayesian Model Calibration and Sensitivity Analysis for Oscillating Biological Experiments
On the flexibility of Metropolis-Hastings acceptance probabilities in auxiliary variable proposal generation
Sparse covariance estimation in heterogeneous samples
Multiple-try simulated annealing algorithm for global optimization
Optimal scaling of Metropolis algorithms: Heading toward general target distributions

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