An adaptive approach to Langevin MCMC
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Publication:693336
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Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 227027 (Why is no real title available?)
- A CASE STUDY ON POINT PROCESS MODELLING IN DISEASE MAPPING
- Adaptive Markov Chain Monte Carlo through Regeneration
- Adaptive proposal distribution for random walk Metropolis algorithm
- An adaptive Metropolis algorithm
- An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
- Convergence of posteriors for discretized log Gaussian Cox processes.
- Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
- Exponential convergence of Langevin distributions and their discrete approximations
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- Log Gaussian Cox Processes
- Markov chains and stochastic stability
- On adaptive Markov chain Monte Carlo algorithms
- On the ergodicity properties of some adaptive MCMC algorithms
- Optimal Scaling of Discrete Approximations to Langevin Diffusions
- Optimal scaling for various Metropolis-Hastings algorithms.
- Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
- Space-time multi type log Gaussian Cox processes with a view to modelling weeds
- Spatiotemporal prediction for log-Gaussian Cox processes
- Weak convergence and optimal scaling of random walk Metropolis algorithms
Cited in
(20)- Adaptive Gibbs samplers and related MCMC methods
- Hypocoercivity properties of adaptive Langevin dynamics
- Langevin type limiting processes for adaptive MCMC
- Nested adaptation of MCMC algorithms
- Computational efficiency study of a micro-macro Markov chain Monte Carlo method for molecular dynamics
- On an adaptive preconditioned Crank-Nicolson MCMC algorithm for infinite dimensional Bayesian inference
- Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II
- Adaptive step size selection for Hessian-based manifold Langevin samplers
- Convergent stochastic expectation maximization algorithm with efficient sampling in high dimension. Application to deformable template model estimation
- Efficient Adaptive MCMC Through Precision Estimation
- An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
- AMCMC: an R interface for adaptive MCMC
- Estimating the speed-up of adaptively restrained Langevin dynamics
- Langevin diffusion for population based sampling with an application in Bayesian inference for pharmacodynamics
- hIPPYlib-MUQ: a Bayesian inference software framework for integration of data with complex predictive models under uncertainty
- Adaptive sequential Monte Carlo by means of mixture of experts
- Bayesian computation: a summary of the current state, and samples backwards and forwards
- On the efficiency of adaptive MCMC algorithms
- Adaptive stepsize algorithms for Langevin dynamics
- An Adaptive Independence Sampler MCMC Algorithm for Bayesian Inferences of Functions
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