On the Use of Local Optimizations within Metropolis–Hastings Updates

DOI10.1046/j.1369-7412.2003.05329.xzbMath1079.62025OpenAlexW2074464216MaRDI QIDQ4665855

Jo Eidsvik, Håkon Tjelmeland

Publication date: 11 April 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1046/j.1369-7412.2003.05329.x

zbMATH Keywords

Markov Chain Monte CarloMetropolis-Hastings updating

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Statistical distribution theory (62E99)

Related Items (2)

Recent progress on reservoir history matching: a review ⋮ Metropolized Randomized Maximum Likelihood for Improved Sampling from Multimodal Distributions

Cites Work

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• Bayes inference in regression models with ARMA\((p,q)\) errors
• Rates of convergence of the Hastings and Metropolis algorithms
• Mode Jumping Proposals in MCMC
• Optimal Scaling of Discrete Approximations to Langevin Diffusions
• On Block Updating in Markov Random Field Models for Disease Mapping

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