The Hastings algorithm at fifty
DOI10.1093/BIOMET/ASZ066zbMATH Open1435.62042OpenAlexW2997949782WikidataQ127011155 ScholiaQ127011155MaRDI QIDQ5222216FDOQ5222216
Authors: James E. Johndrow, David Dunson 
Publication date: 1 April 2020
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/asz066
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Bayesian computationMarkov chain Monte CarloMetropolis-Hastingsimportance samplingrejection samplingposterior sampling
Monte Carlo methods (65C05) Sampling theory, sample surveys (62D05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) History of mathematics in the 20th century (01A60) History of statistics (62-03)
Cited In (13)
- Efficient Multimodal Sampling via Tempered Distribution Flow
- An Invitation to Sequential Monte Carlo Samplers
- Understanding the Hastings algorithm
- Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference
- Markov chain Monte Carlo approach to the analysis of response patterns in data collection process
- Stochastic gradient Markov chain Monte Carlo
- Implementing componentwise Hastings algorithms
- Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models
- Convergence rates of Metropolis-Hastings algorithms
- Approximating Bayes in the 21st century
- Computing Bayes: from then `til now
- Emerging directions in Bayesian computation
- Distributed computation for marginal likelihood based model choice
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