Note on the Sampling Distribution for the Metropolis-Hastings Algorithm

DOI10.1081/STA-120018828MaRDI QIDQ4801416zbMATHOpenAlexFDO

Authors Hisashi Tanizaki, John Geweke

Publication date 7 April 2003

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sta-120018828

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cites work

• scientific article; zbMATH DE number 992993 (Why is no real title available?)
• scientific article; zbMATH DE number 1350773 (Why is no real title available?)
• scientific article; zbMATH DE number 1081478 (Why is no real title available?)
• Bayesian computation and stochastic systems. With comments and reply.
• Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling.
• Contemporary Bayesian Econometrics and Statistics
• Markov chains for exploring posterior distributions. (With discussion)
• Monte Carlo methods in Bayesian computation
• On markov chain monte carlo methods for nonlinear and non-gaussian state-space models
• Posterior simulation and Bayes factors in panel count data models
• Rates of convergence of the Hastings and Metropolis algorithms
• Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms

Cited in

(9)

• Entropy-randomized method for the reconstruction of missing data
• scientific article; zbMATH DE number 4166350 (Why is no real title available?)
• Metropolis-Hastings from a stochastic population dynamics perspective
• PDE-constrained optimization in medical image analysis
• Variance reduction for Metropolis-Hastings samplers
• A method of generating random vectors with a given probability density function
• Sampling unnormalized probabilities: an alternative to the Metropolis-Hastings algorithm
• Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets
• Not every Gibbs sampler is a special case of the Metropolis–Hastings algorithm

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