Scaling analysis of multiple-try MCMC methods
DOI10.1016/J.SPA.2011.11.004zbMATH Open1239.60075OpenAlexW2038604769WikidataQ60361999 ScholiaQ60361999MaRDI QIDQ765876FDOQ765876
Authors: M. Bédard, Randal Douc, Eric Moulines 
Publication date: 22 March 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2011.11.004
Recommendations
- Convergence rate of multiple-try Metropolis independent sampler
- On the empirical efficiency of local MCMC algorithms with pools of proposals
- Issues in the multiple try Metropolis mixing
- On the flexibility of the design of multiple try Metropolis schemes
- Scaling analysis of delayed rejection MCMC methods
Markov chain Monte Carlodiffusion limitscaling analysiscorrelated proposalsmultiple proposalsrandom walk metropolis
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)
Cites Work
- Weak convergence and optimal scaling of random walk Metropolis algorithms
- Optimal scaling for various Metropolis-Hastings algorithms.
- Title not available (Why is that?)
- Advanced Markov chain Monte Carlo methods. Learning from past samples.
- A guide to Monte Carlo simulations in statistical physics.
- Optimal acceptance rates for Metropolis algorithms: Moving beyond 0.234
- The Multiple-Try Method and Local Optimization in Metropolis Sampling
- Markov-chain monte carlo: Some practical implications of theoretical results
- 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
- Convergence rate of multiple-try Metropolis independent sampler
- Bayesian computation: a summary of the current state, and samples backwards and forwards
- Optimal scaling of random-walk Metropolis algorithms on general target distributions
- Optimal scaling of MCMC beyond Metropolis
- Conditional sequential Monte Carlo in high dimensions
- Optimal scaling for the transient phase of Metropolis Hastings algorithms: the longtime behavior
- 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
- Computing Bayes: from then `til now
- Accelerating MCMC algorithms
- On the empirical efficiency of local MCMC algorithms with pools of proposals
- Optimal scaling for the transient phase of the random walk Metropolis algorithm: the mean-field limit
This page was built for publication: Scaling analysis of multiple-try MCMC methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q765876)
