Parallel and interacting Markov chain Monte Carlo algorithm

DOI10.1016/j.matcom.2009.04.010zbMath1178.65003arXivmath/0610181OpenAlexW2064284814WikidataQ60523758 ScholiaQ60523758MaRDI QIDQ730861

Fabien Campillo, Vivien Rossi, Rivo Rakotozafy

Publication date: 1 October 2009

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0610181

zbMATH Keywords

Markov chain Monte Carlo methodhidden Markov modelinteracting chainsMetropolis within Gibbs algorithm

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (2)

Recombination operators and selection strategies for evolutionary Markov chain Monte Carlo algorithms ⋮ Interacting multiple try algorithms with different proposal distributions

Cites Work

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• A note on Metropolis-Hastings kernels for general state spaces
• Population Markov chain Monte Carlo
• Inference from iterative simulation using multiple sequences
• Markov chains for exploring posterior distributions. (With discussion)
• Algorithmes de Hastings–Metropolis en interaction
• Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
• Improving Convergence of the Hastings–Metropolis Algorithm with an Adaptive Proposal
• Artificial Evolution

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