An overview of stochastic approximation Monte Carlo
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Cites work
- A double Metropolis–Hastings sampler for spatial models with intractable normalizing constants
- A Generalized Wang–Landau Algorithm for Monte Carlo Computation
- A Monte Carlo Metropolis-Hastings algorithm for sampling from distributions with intractable normalizing constants
- A numerical evaluation of several stochastic algorithms on selected continuous global optimization test problems
- A Stochastic Approximation Method
- A Theory for Dynamic Weighting in Monte Carlo Computation
- A theory for the multiset sampler
- Abrupt Motion Tracking Via Intensively Adaptive Markov-Chain Monte Carlo Sampling
- Acceleration of Stochastic Approximation by Averaging
- Advanced Markov chain Monte Carlo methods. Learning from past samples.
- An adaptive Metropolis algorithm
- An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
- Annealing evolutionary stochastic approximation Monte Carlo for global optimization
- Annealing Markov Chain Monte Carlo with Applications to Ancestral Inference
- Annealing stochastic approximation Monte Carlo algorithm for neural network training
- Asymptotic Efficiency of Perturbation-Analysis-Based Stochastic Approximation with Averaging
- Asymptotics of the spectral gap with applications to the theory of simulated annealing
- Auxiliary Variable Methods for Markov Chain Monte Carlo with Applications
- Bayesian analysis for exponential random graph models using the adaptive exchange sampler
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Bayesian Subset Modeling for High-Dimensional Generalized Linear Models
- Dynamic weighting in Monte Carlo and optimization
- Dynamically Weighted Importance Sampling in Monte Carlo Computation
- Efficient \(p\)-value evaluation for resampling-based tests
- Equation of state calculations by fast computing machines
- Equi-energy sampler with applications in statistical inference and statistical mechanics
- Exact sampling with coupled Markov chains and applications to statistical mechanics
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- scientific article; zbMATH DE number 1471711 (Why is no real title available?)
- scientific article; zbMATH DE number 3992716 (Why is no real title available?)
- Improving SAMC using smoothing methods: Theory and applications to Bayesian model selection problems
- Learning Bayesian networks for discrete data
- Longitudinal functional principal component modelling via stochastic approximation Monte Carlo
- Markov chains and stochastic stability
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- Monte Carlo sampling methods using Markov chains and their applications
- Multi-domain sampling with applications to structural inference of Bayesian networks
- On the ergodicity properties of some adaptive MCMC algorithms
- On the use of stochastic approximation Monte Carlo for Monte Carlo integration
- Optimization by simulated annealing
- Real-Parameter Evolutionary Monte Carlo With Applications to Bayesian Mixture Models
- Simulated stochastic approximation annealing for global optimization with a square-root cooling schedule
- Slice sampling. (With discussions and rejoinder)
- Stability of Stochastic Approximation under Verifiable Conditions
- Stochastic Approximation in Monte Carlo Computation
- Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Testing the restrictions implied by the rational expectations hypothesis
- The Multiple-Try Method and Local Optimization in Metropolis Sampling
- The Multiset Sampler
- The Wang-Landau algorithm in general state spaces: applications and convergence analysis
- Trajectory averaging for stochastic approximation MCMC algorithms
- Weak Convergence Rates of Population Versus Single-Chain Stochastic Approximation MCMC Algorithms
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