Wavelet Monte Carlo: a principle for sampling from complex distributions

DOI10.1007/s11222-023-10256-wzbMath1517.62020OpenAlexW4381856070MaRDI QIDQ6172147

Lukas Cironis, Walter R. Gilks, Stuart Barber

Publication date: 16 August 2023

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-023-10256-w

zbMATH Keywords

survival analysisMonte Carlo integrationwavelet decompositionstatistical sampling algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Monte Carlo methods (65C05)

Cites Work

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• Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets
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• An algorithm of generating random number by wavelet denoising method and its application
• Orthonormal bases of compactly supported wavelets
• Ten Lectures on Wavelets
• Decomposition systems for function spaces
• Equation of State Calculations by Fast Computing Machines
• Graphical models

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