Optimization of the antithetic Gibbs sampler for Gaussian Markov random fields

DOI10.1007/978-3-642-57678-2_35zbMath1455.62012OpenAlexW138724254MaRDI QIDQ3297958

Johannes M. Dreesman

Publication date: 21 July 2020

Published in: COMPSTAT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-57678-2_35

zbMATH Keywords

variance reductionMCMCantithetic parameterMCMCML estimationoutput diagnostics

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Random fields; image analysis (62M40)

Cites Work

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• Bayesian computation and stochastic systems. With comments and reply.
• Antithetic coupling of two Gibbs sampler chains.
• Practical Markov Chain Monte Carlo
• Improving Stochastic Relaxation for Gussian Random Fields
• Efficiency of pseudolikelihood estimation for simple Gaussian fields

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