Efficient Adaptive MCMC Through Precision Estimation

DOI10.1080/10618600.2018.1459303OpenAlexW313673646MaRDI QIDQ3391170

David Bolin, Jonas Wallin

Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://lup.lub.lu.se/record/68cbfd4a-f752-4bf6-b2af-c8b5957004f9

zbMATH Keywords

MCMConline estimationpartial correlationMALAAMCMCCholesky estimationMHRW

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Adaptive schemes for piecewise deterministic Monte Carlo algorithms

Uses Software

• GMRFLib
• glasso
• ramcmc
• CSparse
• NUTS

Cites Work

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