An adaptive approach to Langevin MCMC
From MaRDI portal
Publication:693336
DOI10.1007/S11222-011-9276-6zbMATH Open1252.62099OpenAlexW1991233316MaRDI QIDQ693336FDOQ693336
Authors: Tristan Marshall, Gareth O. Roberts 
Publication date: 7 December 2012
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-011-9276-6
Recommendations
- An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
- On the efficiency of adaptive MCMC algorithms
- Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II
- Langevin type limiting processes for adaptive MCMC
- Adaptive independent Metropolis-Hastings
Inference from stochastic processes (62M99) Numerical analysis or methods applied to Markov chains (65C40)
Cites Work
- Exponential convergence of Langevin distributions and their discrete approximations
- Weak convergence and optimal scaling of random walk Metropolis algorithms
- Log Gaussian Cox Processes
- An adaptive Metropolis algorithm
- Optimal scaling for various Metropolis-Hastings algorithms.
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- Optimal Scaling of Discrete Approximations to Langevin Diffusions
- Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
- Markov chains and stochastic stability
- On adaptive Markov chain Monte Carlo algorithms
- On the ergodicity properties of some adaptive MCMC algorithms
- Adaptive proposal distribution for random walk Metropolis algorithm
- Title not available (Why is that?)
- Adaptive Markov Chain Monte Carlo through Regeneration
- Title not available (Why is that?)
- Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
- Convergence of posteriors for discretized log Gaussian Cox processes.
- An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
- Spatiotemporal prediction for log-Gaussian Cox processes
- Space-time multi type log Gaussian Cox processes with a view to modelling weeds
- A CASE STUDY ON POINT PROCESS MODELLING IN DISEASE MAPPING
Cited In (15)
- Computational efficiency study of a micro-macro Markov chain Monte Carlo method for molecular dynamics
- Bayesian computation: a summary of the current state, and samples backwards and forwards
- Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II
- Adaptive Gibbs samplers and related MCMC methods
- Efficient Adaptive MCMC Through Precision Estimation
- Adaptive sequential Monte Carlo by means of mixture of experts
- Nested adaptation of MCMC algorithms
- An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
- AMCMC: an R interface for adaptive MCMC
- Langevin type limiting processes for adaptive MCMC
- An Adaptive Independence Sampler MCMC Algorithm for Bayesian Inferences of Functions
- On the efficiency of adaptive MCMC algorithms
- Convergent stochastic expectation maximization algorithm with efficient sampling in high dimension. Application to deformable template model estimation
- hIPPYlib-MUQ: a Bayesian inference software framework for integration of data with complex predictive models under uncertainty
- On an adaptive preconditioned Crank-Nicolson MCMC algorithm for infinite dimensional Bayesian inference
This page was built for publication: An adaptive approach to Langevin MCMC
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q693336)
