Monte Carlo sampling methods using Markov chains and their applications

Cited In (only showing first 100 items - show all)

A visual display device for significant features in complicated signals
Markov chain Monte Carlo with the integrated nested Laplace approximation
Bayesian value-at-risk with product partition models
Analyzing the dynamic system model with discrete failure time distribution
On the use of non-linear transformations in stochastic volatility models
A spatial model for multivariate lattice data
Mixtures of peaked power Batschelet distributions for circular data with application to saccade directions
A semiparametric model for compositional data analysis in presence of covariates on the simplex.
Bayesian Analysis of DSGE Models
Adaptive Web Sampling
Scalable Bayesian inference for self-excitatory stochastic processes applied to big American gunfire data
A note on Metropolis-Hastings kernels for general state spaces
Objective Bayesian reference analysis for the Poisson process model in presence of recurrent events data
BFLCRM: a Bayesian functional linear Cox regression model for predicting time to conversion to Alzheimer's disease
Rank-normalization, folding, and localization: an improved \(\widehat{R}\) for assessing convergence of MCMC (with Discussion)
A hierarchical Bayesian multidimensional scaling methodology for accommodating both structural and preference heterogeneity
Thermodynamic integration and steppingstone sampling methods for estimating Bayes factors: a tutorial
Geometric ergodicity of Metropolis algorithms
Uncertainty quantification of a computer model for binary black hole formation
Multilevel heterogeneous factor analysis and application to ecological momentary assessment
A new Bayesian approach to robustness against outliers in linear regression
On estimation and prediction for spatial generalized linear mixed models
Computationally efficient learning of multivariate \(t\) mixture models with missing information
Micro-local analysis for the Metropolis algorithm
Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling
Rates of convergence of the Hastings and Metropolis algorithms
A Bayesian approach to nonlinear latent variable models using the Gibbs sampler and the Metropolis-Hastings algorithm
Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity
On Monte Carlo methods for estimating ratios of normalizing constants
An adaptive multiple-try Metropolis algorithm
Convergence rates of attractive-repulsive MCMC algorithms
Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
Improved Bayesian inference for the stochastic block model with application to large networks
A Bayesian model selection method with applications
High-dimensional parametric modelling of multivariate extreme events
Coordinate sampler: a non-reversible Gibbs-like MCMC sampler
A multiple-try Metropolis-Hastings algorithm with tailored proposals
Computational advances for and from Bayesian analysis
A theoretical framework for simulated annealing
Bayesian model selection for D-vine pair-copula constructions
Small-world MCMC and convergence to multi-modal distributions: from slow mixing to fast mixing
Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure
A dynamic nonstationary spatio-temporal model for short term prediction of precipitation
Adaptive Gibbs samplers and related MCMC methods
A New Multinomial Model and a Zero Variance Estimation
Rule-based Bayesian regression
Bayesian Isotonic Regression and Trend Analysis
Using simulation methods for bayesian econometric models: inference, development,and communication
Reconstructing Past Populations With Uncertainty From Fragmentary Data
Bayesian exploratory factor analysis
Bayesian variable selection regression for genome-wide association studies and other large-scale problems
Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm
A Bayesian Semiparametric Accelerated Failure Time Model
Bayesian tests on components of the compound symmetry covariance matrix
Improving the structure MCMC sampler for Bayesian networks by introducing a new edge reversal move
Sampling Strategies for Fast Updating of Gaussian Markov Random Fields
Variable selection for BART: an application to gene regulation
Automated Redistricting Simulation Using Markov Chain Monte Carlo
The estimation of phase-type related functionals using Markov chain Monte Carlo methods
Multidimensional integration through Markovian sampling under steered function morphing: a physical guise from statistical mechanics
Sampling Methods for Wallenius' and Fisher's Noncentral Hypergeometric Distributions
Program package for multicanonical simulations of \(U(1)\) lattice gauge theory
Non nested model selection for spatial count regression models with application to health insurance
Bayesian Multivariate Logistic Regression
\(\Pi\)4U: a high performance computing framework for Bayesian uncertainty quantification of complex models
Modelling publication bias in meta-analysis: a review
Vecchia-approximated Deep Gaussian Processes for Computer Experiments
Zero variance Markov chain Monte Carlo for Bayesian estimators
A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler
An Extension of the Metropolis Algorithm
A spatial analysis of multivariate output from regional climate models
Sampling Algorithms for Discrete Markov Random Fields and Related Graphical Models
Bayesian model choice in cumulative link ordinal regression models
A Repelling–Attracting Metropolis Algorithm for Multimodality
Fixed and Random Effects Selection in Linear and Logistic Models
Gaussian processes with built-in dimensionality reduction: applications to high-dimensional uncertainty propagation
Adaptive proposal distribution for random walk Metropolis algorithm
Bayesian empirical likelihood for quantile regression
Equi-energy sampler with applications in statistical inference and statistical mechanics
Local influence for generalized linear mixed models
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels
Efficient Bayesian inference for stochastic time-varying copula models
Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo
A multi-point Metropolis scheme with generic weight functions
Bayesian estimation and hypothesis tests for a circular generalized linear model
Chain Graph Models and their Causal Interpretations
Slice sampling. (With discussions and rejoinder)
Prediction with missing data via Bayesian additive regression trees
RNA folding kinetics using Monte Carlo and Gillespie algorithms
Gaussian Bayesian network comparisons with graph ordering unknown
Parallel tempering with equi-energy moves
Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques
Irreversible Monte Carlo algorithms for efficient sampling
Bayesian backfitting. (With comments and a rejoinder).
Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains
Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
Learning from incomplete data via parameterized \(t\) mixture models through eigenvalue decomposition
MCMC algorithms for constrained variance matrices
Multipoint Metropolis method with application to hybrid Monte Carlo
Bayesian analysis of stochastic volatility models with fat-tails and correlated errors

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