Adaptive Independent Sticky MCMC algorithms

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Adaptive Independent Sticky MCMC algorithms

17 August 2013

Fabrizio Leisen

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Papers citing "Adaptive Independent Sticky MCMC algorithms"

9 / 9 papers shown

Title
Improved Adaptive Rejection Metropolis Sampling Algorithms Luca Martino Jesse Read D. Luengo 102 86 0 24 May 2012
On the flexibility of the design of Multiple Try Metropolis schemes Luca Martino Jesse Read 126 61 0 03 Jan 2012
A multi-point Metropolis scheme with generic weight functions Luca Martino V. D. Olmo Jesse Read 86 34 0 17 Dec 2011
Adaptive Gibbs samplers and related MCMC methods K. Latuszyñski Gareth O. Roberts Jeffrey S. Rosenthal 107 88 0 31 Jan 2011
A cautionary tale on the efficiency of some adaptive Monte Carlo schemes Yves F. Atchadé 137 22 0 10 Jan 2009
On the ergodicity of the adaptive Metropolis algorithm on unbounded domains E. Saksman M. Vihola 141 72 0 18 Jun 2008
Adaptive Independent Metropolis-Hastings by Fast Estimation of Mixtures of Normals P. Giordani Robert Kohn 150 105 0 11 Jan 2008
Population-Based Reversible Jump Markov Chain Monte Carlo Ajay Jasra D. Stephens Chris C. Holmes 154 102 0 01 Nov 2007
Adaptive Importance Sampling in General Mixture Classes Olivier Cappé Randal Douc Arnaud Guillin Jean-Michel Marin Christian P. Robert 259 304 0 23 Oct 2007