Searching for efficient Markov chain Monte Carlo proposal kernels

DOI10.1073/PNAS.1311790110MaRDI QIDQ5170989zbMATH OpenOpenAlexWikidataFDO

Authors Ziheng Yang, Carlos E. Rodríguez

Publication date 25 July 2014

Published in Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1073/pnas.1311790110

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15)

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Cites work

• Exponential convergence of Langevin distributions and their discrete approximations
• Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
• scientific article; zbMATH DE number 941606 (Why is no real title available?)
• Monte Carlo sampling methods using Markov chains and their applications
• Optimal spectral structure of reversible stochastic matrices, Monte Carlo methods and the simulation of Markov random fields
• Optimum Monte-Carlo sampling using Markov chains
• Practical Markov Chain Monte Carlo
• Weak convergence and optimal scaling of random walk Metropolis algorithms

Cited in

(11)

• Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter
• Designing simple and efficient Markov chain Monte Carlo proposal kernels
• Cauchy Markov random field priors for Bayesian inversion
• Copula particle filters
• An efficient proposal distribution for Metropolis-Hastings using a \(B\)-splines technique
• Optimal search efficiency of Barker's algorithm with an exponential fitness function
• On the empirical efficiency of local MCMC algorithms with pools of proposals
• Tuning of Markov chain Monte Carlo algorithms using copulas
• Bayesian inference using adaptive sampling
• Optimal design of the Barker proposal and other locally balanced Metropolis-Hastings algorithms
• A finite population parametric Bayesian bootstrap for quick counts

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