Accelerating MCMC algorithms
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Publication:6602205
Cites work
- A new strategy for speeding Markov chain Monte Carlo algorithms
- Accelerating Gaussian diffusions
- Accelerating reversible Markov chains
- Adaptive proposal distribution for random walk Metropolis algorithm
- Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions
- Convergence of adaptive mixtures of importance sampling schemes
- Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
- Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
- Discretization of Continuous Markov Chains and Markov Chain Monte Carlo Convergence Assessment
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- Kinetic energy choice in Hamiltonian/hybrid Monte Carlo
- Markov Chain Monte Carlo: 10 Years and Still Running!
- Markov chains and stochastic stability
- MCMC using Hamiltonian dynamics
- Minimising MCMC variance via diffusion limits, with an application to simulated tempering
- Non-reversible Metropolis-Hastings
- Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
- On Metropolis-Hastings algorithms with delayed rejection
- On the ergodicity of the adaptive Metropolis algorithm on unbounded domains
- Optimal scaling for various Metropolis-Hastings algorithms.
- Particle Filtering for Partially Observed Gaussian State Space Models
- Particle Markov Chain Monte Carlo Methods
- Randomized Hamiltonian Monte Carlo
- Rao-Blackwellisation of sampling schemes
- Regeneration in Markov Chain Samplers
- Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
- Sampling-Based Approaches to Calculating Marginal Densities
- Scaling analysis of multiple-try MCMC methods
- Sequential Monte Carlo Samplers
- Simulated tempering and swapping on mean-field models
- Stochastic Approximation in Monte Carlo Computation
- Sufficient conditions for torpid mixing of parallel and simulated tempering
- The Multiple-Try Method and Local Optimization in Metropolis Sampling
- The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
- The pseudo-marginal approach for efficient Monte Carlo computations
- The Wang-Landau algorithm in general state spaces: applications and convergence analysis
- Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo
- Unbiased estimation with square root convergence for SDE models
- Weak convergence and optimal scaling of random walk Metropolis algorithms
Cited in
(11)- Computing Bayes: from then `til now
- Approximating Bayes in the 21st century
- Analyzing Markov chain Monte Carlo output
- Improving the Gibbs sampler
- Approximate Gibbs sampler for efficient inference of hierarchical Bayesian models for grouped count data
- An energy-based model approach to rare event probability estimation
- Single MCMC chain parallelisation on decision trees
- Ensemble variational Bayesian approximation for the inversion and uncertainty quantification of Darcy flows in heterogeneous porous media with random parameters
- Leveraging single-case results to Bayesian hierarchical modelling
- A variational approach for joint image recovery and feature extraction based on spatially varying generalised Gaussian models
- Towards reliability-aware active distribution system operations: a sequential convex programming approach
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