Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Stochastic Approximation in Monte Carlo Computation - MaRDI portal

Stochastic Approximation in Monte Carlo Computation

From MaRDI portal
Publication:5307707

DOI10.1198/016214506000001202zbMath1226.65002OpenAlexW1973575289MaRDI QIDQ5307707

Faming Liang, Chuanhai Liu, Raymond J. Carroll

Publication date: 18 September 2007

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214506000001202




Related Items (62)

Stochastic approximation Hamiltonian Monte CarloWarp Bridge Sampling: The Next GenerationUse of SAMC for Bayesian analysis of statistical models with intractable normalizing constantsBayesian multiple change-points estimation for hazard with censored survival data from exponential distributionsImproving SAMC using smoothing methods: Theory and applications to Bayesian model selection problemsBayesian estimation of ordinary differential equation models when the likelihood has multiple local modesA Bayesian hierarchical spatial model for dental caries assessment using non-Gaussian Markov random fieldsA novel Bayesian strategy for the identification of spatially varying material properties and model validation: an application to static elastographyAnnealing stochastic approximation Monte Carlo algorithm for neural network trainingAdaptive Bayesian Spectral Analysis of High-Dimensional Nonstationary Time SeriesBayesian Inference in the Presence of Intractable Normalizing FunctionsAn adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimizationAdaptive spectral estimation for nonstationary multivariate time seriesBayesian Subset Modeling for High-Dimensional Generalized Linear ModelsWeak Convergence Rates of Population Versus Single-Chain Stochastic Approximation MCMC AlgorithmsTrajectory averaging for stochastic approximation MCMC algorithmsBayesian selection of best subsets via hybrid searchConvergence of stochastic approximation Monte Carlo and modified Wang-Landau algorithms: tests for the Ising modelExact inference in contingency tables via stochastic approximation Monte CarloStochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilitiesStochastic approximation Monte Carlo Gibbs sampling for structural change inference in a Bayesian heteroscedastic time series modelSpeeding up Monte Carlo simulations for the adaptive sum of powered score test with importance samplingStochastic approximation Monte Carlo EM for change-point analysisWang-Landau simulations with non-flat distributionsA portable and flexible implementation of the Wang-Landau algorithm in order to determine the density of statesEnergy-Based Models with Applications to Speech and Language ProcessingFree energy computations by minimization of Kullback-Leibler divergence: An efficient adaptive biasing potential method for sparse representationsDetermining the height of energy barriers of the cyclohexene molecule using stochastic approximationBayesian multiple change-point estimation with annealing stochastic approximation Monte CarloStochastic approximation and Newton's estimate of a mixing distributionParallel and interacting stochastic approximation annealing algorithms for global optimisationMulticanonical MCMC for sampling rare events: an illustrative reviewMultiple-try simulated annealing algorithm for global optimizationA central limit theorem for adaptive and interacting Markov chainsConsistent group selection with Bayesian high dimensional modelingA double Metropolis–Hastings sampler for spatial models with intractable normalizing constantsTwo-Stage Importance Sampling With Mixture ProposalsImportance sampling: intrinsic dimension and computational costA model for analyzing spatially correlated binary data clustered in uncorrelated latticesLearning Bayesian networks for discrete dataMultiple change-point detection of multivariate mean vectors with the Bayesian approachDiscretization-based direct random sample generationLongitudinal functional principal component modelling via Stochastic Approximation Monte CarloA parallel evolutionary multiple-try Metropolis Markov chain Monte Carlo algorithm for sampling spatial partitionsOn Russian roulette estimates for Bayesian inference with doubly-intractable likelihoodsReconstructing the energy landscape of a distribution from Monte Carlo samplesAnnealing evolutionary stochastic approximation Monte Carlo for global optimizationA Spatio-Temporal Modeling Framework for Surveillance Data of Multiple Infectious Pathogens With Small Laboratory Validation SetsOn the use of stochastic approximation Monte Carlo for Monte Carlo integrationEstimating and Projecting Trends in HIV/AIDS Generalized Epidemics Using Incremental Mixture Importance SamplingSimulation from a Target Distribution Based on Discretization and WeightingA Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs samplerSimulated Stochastic Approximation Annealing for Global Optimization With a Square-Root Cooling ScheduleStochastic gradient Langevin dynamics with adaptive driftsStochastic approximation cut algorithm for inference in modularized Bayesian modelsSkinny Gibbs: A Consistent and Scalable Gibbs Sampler for Model SelectionJoint High‐Dimensional Bayesian Variable and Covariance Selection with an Application to eQTL AnalysisDouble-parallel Monte Carlo for Bayesian analysis of big dataFast approximation of small p-values in permutation tests by partitioning the permutationsA cluster-sample approach for Monte Carlo integration using multiple samplersAnnealing evolutionary stochastic approximation Monte Carlo for global optimizationConvergence of the Wang-Landau algorithm


Uses Software



This page was built for publication: Stochastic Approximation in Monte Carlo Computation