MALA with annealed proposals: a generalization of locally and globally balanced proposal distributions

DOI10.1007/S11222-021-10063-1zbMath1478.62005OpenAlexW3216685853MaRDI QIDQ2066745

Mylène Bédard, Gabriel Boisvert-Beaudry

Publication date: 14 January 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-021-10063-1

zbMATH Keywords

Markov chain Monte CarloreversibilityMetropolis-adjusted Langevin algorithmBayesian logistic regressioninformed proposal distribution

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)

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