Stochastic Approximation in Monte Carlo Computation
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Publication:5307707
DOI10.1198/016214506000001202zbMATH Open1226.65002OpenAlexW1973575289MaRDI QIDQ5307707FDOQ5307707
Authors: Faming Liang, Chuanhai Liu, Raymond J. Carroll 
Publication date: 18 September 2007
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214506000001202
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- Fast approximation of small \(p\)-values in permutation tests by partitioning the permutations
- Determining the height of energy barriers of the cyclohexene molecule using stochastic approximation
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- Speeding up Monte Carlo simulations for the adaptive sum of powered score test with importance sampling
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- Accelerating MCMC algorithms
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- Energy-Based Models with Applications to Speech and Language Processing
- Two-Stage Importance Sampling With Mixture Proposals
- Exact inference in contingency tables via stochastic approximation Monte Carlo
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- A central limit theorem for adaptive and interacting Markov chains
- Stochastic approximation Hamiltonian Monte Carlo
- Bayesian multiple change-points estimation for hazard with censored survival data from exponential distributions
- Weak Convergence Rates of Population Versus Single-Chain Stochastic Approximation MCMC Algorithms
- Free energy computations by minimization of Kullback-Leibler divergence: An efficient adaptive biasing potential method for sparse representations
- On the use of stochastic approximation Monte Carlo for Monte Carlo integration
- Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
- A Generalized Wang–Landau Algorithm for Monte Carlo Computation
- A model for analyzing spatially correlated binary data clustered in uncorrelated lattices
- Numerical integration using Wang-Landau sampling
- Adaptive spectral estimation for nonstationary multivariate time series
- Importance sampling: intrinsic dimension and computational cost
- A novel Bayesian strategy for the identification of spatially varying material properties and model validation: an application to static elastography
- Stochastic approximation and Newton's estimate of a mixing distribution
- Entropic sampling of simple polymer models within Wang–Landau algorithm
- A parallel evolutionary multiple-try Metropolis Markov chain Monte Carlo algorithm for sampling spatial partitions
- Bayesian estimation of ordinary differential equation models when the likelihood has multiple local modes
- Monte Carlo simulation of joint density of states in one-dimensional Lebwohl-Lasher model using Wang-Landau algorithm
- Bayesian inference in the presence of intractable normalizing functions
- A double Metropolis–Hastings sampler for spatial models with intractable normalizing constants
- Annealing stochastic approximation Monte Carlo algorithm for neural network training
- Simulation from a Target Distribution Based on Discretization and Weighting
- Computer simulation of two continuous spin models using Wang-Landau-transition-matrix Monte Carlo algorithm
- Trajectory averaging for stochastic approximation MCMC algorithms
- A Bayesian hierarchical spatial model for dental caries assessment using non-Gaussian Markov random fields
- Convergence of the Wang-Landau algorithm
- The Wang-Landau algorithm in general state spaces: applications and convergence analysis
- Multicanonical MCMC for sampling rare events: an illustrative review
- Estimating and Projecting Trends in HIV/AIDS Generalized Epidemics Using Incremental Mixture Importance Sampling
- Improving SAMC using smoothing methods: Theory and applications to Bayesian model selection problems
- Application of Wang-Landau sampling to a protein model using SMMP
- Bayesian multiple change-point estimation with annealing stochastic approximation Monte Carlo
- Reconstructing the energy landscape of a distribution from Monte Carlo samples
- A parallel implementation of the Wang-Landau algorithm
- Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities
- Discretization-based direct random sample generation
- Learning Bayesian networks for discrete data
- Stochastic gradient Langevin dynamics with adaptive drifts
- A cluster-sample approach for Monte Carlo integration using multiple samplers
- Bayesian selection of best subsets via hybrid search
- Adaptive Bayesian Spectral Analysis of High-Dimensional Nonstationary Time Series
- Wang-Landau algorithm: an adapted random walk to boost convergence
- Double-parallel Monte Carlo for Bayesian analysis of big data
- Joint high-dimensional Bayesian variable and covariance selection with an application to eQTL analysis
- A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler
- Monte Carlo sampling for stochastic weight functions
- Stochastic approximation cut algorithm for inference in modularized Bayesian models
- Warp Bridge Sampling: The Next Generation
- Use of SAMC for Bayesian analysis of statistical models with intractable normalizing constants
- An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization
- Bayesian Subset Modeling for High-Dimensional Generalized Linear Models
- Convergence of stochastic approximation Monte Carlo and modified Wang-Landau algorithms: tests for the Ising model
- Annealing evolutionary stochastic approximation Monte Carlo for global optimization
- Annealing evolutionary stochastic approximation Monte Carlo for global optimization
- Stochastic approximation
- Simulated stochastic approximation annealing for global optimization with a square-root cooling schedule
- Stochastic approximation Monte Carlo EM for change-point analysis
- Multiple change-point detection of multivariate mean vectors with the Bayesian approach
- On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods
- Consistent group selection with Bayesian high dimensional modeling
- Multiple-try simulated annealing algorithm for global optimization
- An introduction to Monte Carlo methods in statistical physics
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