Searching for efficient Markov chain Monte Carlo proposal kernels

DOI10.1073/PNAS.1311790110zbMath1292.60076OpenAlexW2155621115WikidataQ28661400 ScholiaQ28661400MaRDI QIDQ5170989

Ziheng Yang, Carlos E. Rodríguez

Publication date: 25 July 2014

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.1311790110

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15)

Related Items (3)

Cauchy Markov random field priors for Bayesian inversion ⋮ Designing simple and efficient Markov chain Monte Carlo proposal kernels ⋮ Copula particle filters

Cites Work

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• Optimal spectral structure of reversible stochastic matrices, Monte Carlo methods and the simulation of Markov random fields
• Exponential convergence of Langevin distributions and their discrete approximations
• Weak convergence and optimal scaling of random walk Metropolis algorithms
• Optimum Monte-Carlo sampling using Markov chains
• Practical Markov Chain Monte Carlo
• Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
• Monte Carlo sampling methods using Markov chains and their applications

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