The Hastings algorithm at fifty

DOI10.1093/BIOMET/ASZ066MaRDI QIDQ5222216zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

Bayesian computationMarkov chain Monte CarloMetropolis-Hastingsimportance samplingrejection samplingposterior sampling

Mathematics Subject Classification ID

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)

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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
• Implementing componentwise Hastings algorithms
• Markov chain Monte Carlo approach to the analysis of response patterns in data collection process
• Stochastic gradient Markov chain Monte Carlo
• 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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