The Barker Proposal: Combining Robustness and Efficiency in Gradient-Based MCMC

DOI10.1111/rssb.12482OpenAlexW4205325493MaRDI QIDQ5869199

Samuel Livingstone, Giacomo Zanella

Publication date: 27 September 2022

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.11812

zbMATH Keywords

spectral gapMCMCBayesian computationMetropolis-Hastingsadaptive tuning

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Gradient-Based Markov Chain Monte Carlo for Bayesian Inference With Non-differentiable Priors ⋮ Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection

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