Non-linear Markov Chain Monte Carlo

DOI10.1051/proc:071911zbMath1359.60048OpenAlexW2143722962MaRDI QIDQ5427540

Christophe Andrieu, Pierre Del Moral, Arnaud Doucet, Ajay Jasra

Publication date: 20 November 2007

Published in: ESAIM: Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/proc:071911

Mathematics Subject Classification ID

Monte Carlo methods (65C05) General theory of stochastic processes (60G07)

Related Items (12)

Ensemble Markov Chain Monte Carlo with Teleporting Walkers ⋮ Sequentially interacting Markov chain Monte Carlo methods ⋮ On nonlinear Markov chain Monte Carlo ⋮ Convergence of adaptive and interacting Markov chain Monte Carlo algorithms ⋮ A central limit theorem for adaptive and interacting Markov chains ⋮ Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations ⋮ History matching of approximated lithofacies models under uncertainty ⋮ A cautionary tale on the efficiency of some adaptive Monte Carlo schemes ⋮ Integrating production data under uncertainty by parallel interacting Markov chains on a reduced dimensional space ⋮ A Note on Convergence of the Equi-Energy Sampler ⋮ Parallel tempering with equi-energy moves ⋮ Collective proposal distributions for nonlinear MCMC samplers: mean-field theory and fast implementation

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