Efficient adaptive MCMC through precision estimation

14 May 2015

Papers citing "Efficient adaptive MCMC through precision estimation"

4 / 4 papers shown

Title
A Moreau-Yosida approximation scheme for a class of high-dimensional posterior distributions Yves F. Atchadé 44 11 0 26 May 2015
MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster S. Cotter Gareth O. Roberts Andrew M. Stuart D. White 59 480 0 03 Feb 2012
The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo Matthew D. Hoffman Andrew Gelman 128 4,275 0 18 Nov 2011
Robust adaptive Metropolis algorithm with coerced acceptance rate M. Vihola 63 253 0 19 Nov 2010