Scaling analysis of multiple-try MCMC methods
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Publication:765876
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Cites work
- scientific article; zbMATH DE number 3951715 (Why is no real title available?)
- A guide to Monte Carlo simulations in statistical physics.
- Advanced Markov chain Monte Carlo methods. Learning from past samples.
- Markov-chain monte carlo: Some practical implications of theoretical results
- Optimal acceptance rates for Metropolis algorithms: Moving beyond 0.234
- Optimal scaling for various Metropolis-Hastings algorithms.
- The Multiple-Try Method and Local Optimization in Metropolis Sampling
- Weak convergence and optimal scaling of random walk Metropolis algorithms
- Weak convergence of Metropolis algorithms for non-I.I.D. target distributions
Cited in
(24)- Scaling analysis of delayed rejection MCMC methods
- Issues in the multiple try Metropolis mixing
- Generating MCMC proposals by randomly rotating the regular simplex
- On the flexibility of the design of multiple try Metropolis schemes
- Efficiency of delayed-acceptance random walk metropolis algorithms
- Designing simple and efficient Markov chain Monte Carlo proposal kernels
- An adaptive multiple-try Metropolis algorithm
- A multiple-try Metropolis-Hastings algorithm with tailored proposals
- Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics
- Optimal scaling of random-walk Metropolis algorithms on general target distributions
- Bayesian computation: a summary of the current state, and samples backwards and forwards
- Convergence rate of multiple-try Metropolis independent sampler
- Optimal scaling of MCMC beyond Metropolis
- Optimal scaling for the transient phase of Metropolis Hastings algorithms: the longtime behavior
- Conditional sequential Monte Carlo in high dimensions
- Weak convergence and optimal tuning of the reversible jump algorithm
- Parallelizing MCMC sampling via space partitioning
- A Dirichlet form approach to MCMC optimal scaling
- Interacting multiple try algorithms with different proposal distributions
- Hierarchical models and tuning of random walk Metropolis algorithms
- On the empirical efficiency of local MCMC algorithms with pools of proposals
- Computing Bayes: from then `til now
- Accelerating MCMC algorithms
- Optimal scaling for the transient phase of the random walk Metropolis algorithm: the mean-field limit
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