Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm

27 February 2013

Papers citing "Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm"

8 / 8 papers shown

Title
Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain Stephen Berg Hyebin Song 25 6 0 26 Jul 2022
Stereographic Markov Chain Monte Carlo Jun Yang K. Latuszyñski Gareth O. Roberts 33 13 0 24 May 2022
Stacking for Non-mixing Bayesian Computations: The Curse and Blessing of Multimodal Posteriors Yuling Yao Aki Vehtari Andrew Gelman 29 60 0 22 Jun 2020
Scalable inference for crossed random effects models O. Papaspiliopoulos Gareth O. Roberts Giacomo Zanella 34 37 0 26 Mar 2018
Exponential Ergodicity of the Bouncy Particle Sampler George Deligiannidis Alexandre Bouchard-Coté Arnaud Doucet 19 49 0 12 May 2017
Ergodicity of Markov chain Monte Carlo with reversible proposal K. Kamatani 19 11 0 09 Feb 2016
Transport map accelerated Markov chain Monte Carlo M. Parno Youssef Marzouk OT 51 159 0 17 Dec 2014
Component-Wise Markov Chain Monte Carlo: Uniform and Geometric Ergodicity under Mixing and Composition Alicia A. Johnson Galin L. Jones R. Neath 70 67 0 04 Mar 2009