Parallel generalized elliptical slice sampling with adaptive regional pseudo-priors

DOI10.1080/00949655.2020.1790562OpenAlexW3042893398MaRDI QIDQ5036907

Jin Li, Geoffrey K. F. Tso, Song Li

Publication date: 23 February 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2020.1790562

zbMATH Keywords

paralleladaptivemulti-modalelliptical slice samplingregional pseudo-prior

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Statistics (62-XX)

Uses Software

• PRMLT

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A multi-point Metropolis scheme with generic weight functions
• Markov chains and stochastic stability
• Slice sampling. (With discussions and rejoinder)
• Powered embarrassing parallel MCMC sampling in Bayesian inference, a weighted average intuition
• Mode Jumping Proposals in MCMC
• Learn From Thy Neighbor: Parallel-Chain and Regional Adaptive MCMC
• Finite Mixture Models for Proportions
• Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
• Monte Carlo sampling methods using Markov chains and their applications
• On parallel implementation of sequential Monte Carlo methods: the island particle model

This page was built for publication: Parallel generalized elliptical slice sampling with adaptive regional pseudo-priors