Markov-chain Monte-Carlo methods and non-identifiabilities

DOI10.1515/mcma-2018-0018zbMath1497.65008OpenAlexW2884526425MaRDI QIDQ1990061

Yanyan Li

Publication date: 24 October 2018

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2018-0018

zbMATH Keywords

Markov chain Monte Carlonon-identifiability

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (1)

A neural network assisted Metropolis adjusted Langevin algorithm

Uses Software

• CVODE
• DAISY

Cites Work

• Optimal scaling for various Metropolis-Hastings algorithms.
• Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
• Handbook of Markov Chain Monte Carlo
• Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
• Monte Carlo sampling methods using Markov chains and their applications
• An adaptive Metropolis algorithm

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