On adaptive Markov chain Monte Carlo algorithms
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Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 1972910 (Why is no real title available?)
- scientific article; zbMATH DE number 3992716 (Why is no real title available?)
- scientific article; zbMATH DE number 840151 (Why is no real title available?)
- A Stochastic Approximation Method
- Adaptive Markov Chain Monte Carlo through Regeneration
- An adaptive Metropolis algorithm
- An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
- Computable bounds for geometric convergence rates of Markov chains
- Geometric ergodicity of Metropolis algorithms
- Monte Carlo strategies in scientific computing
- Optimal scaling for various Metropolis-Hastings algorithms.
- Stability of Stochastic Approximation under Verifiable Conditions
- Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results
- Weak convergence and optimal scaling of random walk Metropolis algorithms
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- A posteriori stochastic correction of reduced models in delayed-acceptance MCMC, with application to multiphase subsurface inverse problems
- Adaptive optimal scaling of Metropolis-Hastings algorithms using the Robbins-Monro process
- Optimal Bayesian adaptive design for test-item calibration
- Model uncertainty in claims reserving within Tweedie's compound Poisson models
- Collective proposal distributions for nonlinear MCMC samplers: mean-field theory and fast implementation
- On‐line partitioning of the sample space in the regional adaptive algorithm
- Bayesian M-T clustering for reduced parameterisation of Markov chains used for nonlinear adaptive elements
- Self-regenerative Markov chain Monte Carlo with adaptation
- Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC
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- On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic
- Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter
- Bayesian analysis of ODEs: solver optimal accuracy and Bayes factors
- Time-varying sparsity in dynamic regression models
- Kernel estimators of asymptotic variance for adaptive Markov chain Monte Carlo
- A note on formal constructions of sequential conditional couplings
- Modelling and computation using NCoRM mixtures for density regression
- Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models
- An adaptive multiple-try Metropolis algorithm
- Bayesian nonparametric mixed random utility models
- Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm
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- Optimal strategies for the control of autonomous vehicles in data assimilation
- A hierarchical Bayesian model for spatial prediction of multivariate non-Gaussian random fields
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- Polya tree Monte Carlo method
- Grapham: graphical models with adaptive random walk Metropolis algorithms
- A Bayesian semiparametric model for volatility with a leverage effect
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- On the study of two models for integer-valued high-frequency data
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- Laplacian-P-splines for Bayesian inference in the mixture cure model
- Discussion of ``Equi-energy sampler by Kou, Zhou and Wong
- Convergence of adaptive and interacting Markov chain Monte Carlo algorithms
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- Adaptive Gibbs samplers and related MCMC methods
- A Bayesian approach to the semiparametric estimation of a minimum inhibitory concentration distribution
- Preconditioned Bayesian regression for stochastic chemical kinetics
- Autoregressive Moving Average Infinite Hidden Markov-Switching Models
- Forecasting with a panel Tobit model
- Optimal scaling for the transient phase of Metropolis Hastings algorithms: the longtime behavior
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- Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts
- Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms
- Adaptive sequential Monte Carlo by means of mixture of experts
- Efficient MCMC sampling in dynamic mixture models
- Probabilistic parameter estimation in a 2-step chemical kinetics model for n-dodecane jet autoignition
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- Full‐information estimation of heterogeneous agent models using macro and micro data
- Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution
- A strong law of large numbers for strongly mixing processes
- An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
- Ergodicity of combocontinuous adaptive MCMC algorithms
- Seemingly unrelated multi-state processes: a Bayesian semiparametric approach
- A Benchmark for the Bayesian Inversion of Coefficients in Partial Differential Equations
- AMCMC: an R interface for adaptive MCMC
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- Adaptive Markov Chain Monte Carlo through Regeneration
- Langevin type limiting processes for adaptive MCMC
- f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models
- Accelerating adaptation in the adaptive Metropolis–Hastings random walk algorithm
- The containment condition and AdapFail algorithms
- State-dependent swap strategies and automatic reduction of number of temperatures in adaptive parallel tempering algorithm
- Bayesian density estimation from grouped continuous data
- Bayesian nonparametric vector autoregressive models
- Hopping between distant basins
- An adaptive truncation method for inference in Bayesian nonparametric models
- On the efficiency of adaptive MCMC algorithms
- Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
- Limit theorems for some adaptive MCMC algorithms with subgeometric kernels
- On the ergodicity of the adaptive Metropolis algorithm on unbounded domains
- On the stability and ergodicity of adaptive scaling Metropolis algorithms
- Sequential Monte Carlo EM for multivariate probit models
- Simple Monte Carlo and the Metropolis algorithm
- On the ergodicity properties of some adaptive MCMC algorithms
- Componentwise adaptation for high dimensional MCMC
- Adaptive Component-Wise Multiple-Try Metropolis Sampling
- An adaptive approach to Langevin MCMC
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