On adaptive Metropolis-Hastings methods
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Publication:746255
DOI10.1007/S11222-011-9296-2zbMATH Open1322.65032OpenAlexW2170377829MaRDI QIDQ746255FDOQ746255
Authors: J. E. Griffin, Stephen G. Walker 
Publication date: 16 October 2015
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-011-9296-2
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Cites Work
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- Componentwise adaptation for high dimensional MCMC
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- On an adaptive version of the Metropolis–Hastings algorithm with independent proposal distribution
Cited In (29)
- A fast approximation for seismic inverse modeling: adaptive spatial resampling
- Plateau proposal distributions for adaptive component-wise multiple-try metropolis
- Partially collapsed Gibbs sampling and path-adaptive Metropolis-Hastings in high-energy astrophysics
- On an adaptive version of the Metropolis–Hastings algorithm with independent proposal distribution
- Bayesian inference using adaptive sampling
- A new adaptive approach of the Metropolis-Hastings algorithm applied to structural damage identification using time domain data
- Estimation of Systematic and Spatially Correlated Components of Random Signals from Repeated Measurements: Application to Contrast Enhanced Computer Tomography Measurements
- Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter
- Adaptively scaling the Metropolis algorithm using expected squared jumped distance
- Pseudo-perfect and adaptive variants of the Metropolis–Hastings algorithm with an independent candidate density
- On the Use of Local Optimizations within Metropolis–Hastings Updates
- Adaptive Gibbs samplers and related MCMC methods
- Adaptive independent Metropolis-Hastings
- Optimal proposal distributions and adaptive MCMC
- Implementing componentwise Hastings algorithms
- Robust adaptive Metropolis algorithm with coerced acceptance rate
- Learn from thy neighbor: parallel-chain and regional adaptive MCMC
- Nested adaptation of MCMC algorithms
- A comparison of economic agent-based model calibration methods
- An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
- AMCMC: an R interface for adaptive MCMC
- Accelerating adaptation in the adaptive Metropolis–Hastings random walk algorithm
- Geometric adaptive Monte Carlo in random environment
- An adaptive Metropolis algorithm
- On the efficiency of adaptive MCMC algorithms
- Componentwise adaptation for high dimensional MCMC
- Adaptive Component-Wise Multiple-Try Metropolis Sampling
- Modeling population structure under hierarchical Dirichlet processes
- On the flexibility of Metropolis-Hastings acceptance probabilities in auxiliary variable proposal generation
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