Note on the Sampling Distribution for the Metropolis-Hastings Algorithm

DOI10.1081/STA-120018828zbMATH Open1183.62047OpenAlexW2133785255MaRDI QIDQ4801416FDOQ4801416

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

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Mathematics Subject Classification ID

Bayesian inference (62F15)

Cites Work

• Markov chains for exploring posterior distributions. (With discussion)
• Title not available (Why is that?)
• Bayesian computation and stochastic systems. With comments and reply.
• Monte Carlo methods in Bayesian computation
• On markov chain monte carlo methods for nonlinear and non-gaussian state-space models
• Title not available (Why is that?)
• Rates of convergence of the Hastings and Metropolis algorithms
• Contemporary Bayesian Econometrics and Statistics
• Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
• Posterior simulation and Bayes factors in panel count data models
• Title not available (Why is that?)
• Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling.

Cited In (9)

• PDE-constrained optimization in medical image analysis
• Entropy-randomized method for the reconstruction of missing data
• A method of generating random vectors with a given probability density function
• Metropolis-Hastings from a stochastic population dynamics perspective
• Title not available (Why is that?)
• 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
• Variance reduction for Metropolis-Hastings samplers

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