Sequential Monte Carlo for cut-Bayesian posterior computation
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Cites work
- scientific article; zbMATH DE number 5019925 (Why is no real title available?)
- A tail inequality for quadratic forms of subgaussian random vectors
- Adaptive sequential posterior simulators for massively parallel computing environments
- Bayesian calibration of computer models. (With discussion)
- Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference
- Computer Model Calibration Using High-Dimensional Output
- Cuts in Bayesian graphical models
- Error bounds for sequential Monte Carlo samplers for multimodal distributions
- Finite sample complexity of sequential Monte Carlo estimators on multimodal target distributions
- Finite-sample complexity of sequential Monte Carlo estimators
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
- Inference from iterative simulation using multiple sequences
- Learning about physical parameters: the importance of model discrepancy
- Modularization in Bayesian analysis, with emphasis on analysis of computer models
- On adaptive resampling strategies for sequential Monte Carlo methods
- Posterior consistency for Gaussian process approximations of Bayesian posterior distributions
- Slice sampling. (With discussions and rejoinder)
- Stochastic Approximation in Monte Carlo Computation
- Stochastic approximation cut algorithm for inference in modularized Bayesian models
- Unbiased Markov Chain Monte Carlo Methods with Couplings
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