A Monte Carlo Metropolis-Hastings algorithm for sampling from distributions with intractable normalizing constants

DOI10.1162/NECO_A_00466zbMATH Open1448.62040DBLPjournals/neco/LiangJ13WikidataQ44408840 ScholiaQ44408840MaRDI QIDQ5378252FDOQ5378252

Ick Hoon Jin, Faming Liang

Publication date: 12 June 2019

Published in: Neural Computation (Search for Journal in Brave)

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Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Learning and adaptive systems in artificial intelligence (68T05)

Cites Work

• Gaussian Markov Random Fields
• Title not available (Why is that?)
• Inference from iterative simulation using multiple sequences
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• Markov chains for exploring posterior distributions. (With discussion)
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• The pseudo-marginal approach for efficient Monte Carlo computations
• Goodness of Fit of Social Network Models
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• Markov Graphs
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• An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
• Hidden Markov Models and Disease Mapping
• On Monte Carlo methods for estimating ratios of normalizing constants
• A double Metropolis–Hastings sampler for spatial models with intractable normalizing constants
• Exact sampling with coupled Markov chains and applications to statistical mechanics
• Modelling Spatial Patterns of Trees Attacked by Bark-Beetles
• On estimation in binary autologistic spatial models
• Lectures on Monte Carlo methods

Cited In (8)

• Exponential-family models of random graphs: inference in finite, super and infinite population scenarios
• The stochastic collocation Monte Carlo sampler: highly efficient sampling from ‘expensive’ distributions
• Bayesian model selection for high-dimensional Ising models, with applications to educational data
• An overview of stochastic approximation Monte Carlo
• A double Metropolis–Hastings sampler for spatial models with intractable normalizing constants
• A vector of point processes for modeling interactions between and within species using capture-recapture data
• Bayesian Inference in the Presence of Intractable Normalizing Functions
• An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants

Uses Software

• GMRFLib
• tsbridge
• bootstrap

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