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Adapting The Gibbs Sampler

Adapting The Gibbs Sampler

28 January 2018
C. Chimisov
Krzysztof Latuszynski
Gareth O. Roberts
ArXiv (abs)PDFHTML

Papers citing "Adapting The Gibbs Sampler"

8 / 8 papers shown
Title
Air Markov Chain Monte Carlo
Air Markov Chain Monte Carlo
C. Chimisov
Krzysztof Latuszynski
Gareth O. Roberts
77
11
0
28 Jan 2018
Projection onto the probability simplex: An efficient algorithm with a
  simple proof, and an application
Projection onto the probability simplex: An efficient algorithm with a simple proof, and an application
Weiran Wang
M. A. Carreira-Perpiñán
88
287
0
06 Sep 2013
Adaptive Gibbs samplers and related MCMC methods
Adaptive Gibbs samplers and related MCMC methods
K. Latuszyñski
Gareth O. Roberts
Jeffrey S. Rosenthal
107
88
0
31 Jan 2011
Robust adaptive Metropolis algorithm with coerced acceptance rate
Robust adaptive Metropolis algorithm with coerced acceptance rate
M. Vihola
121
256
0
19 Nov 2010
Limit theorems for some adaptive MCMC algorithms with subgeometric
  kernels: Part II
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels: Part II
Yves Atchadé
G. Fort
113
67
0
02 Nov 2009
On the stability and ergodicity of adaptive scaling Metropolis
  algorithms
On the stability and ergodicity of adaptive scaling Metropolis algorithms
M. Vihola
117
30
0
24 Mar 2009
Covariance regularization by thresholding
Covariance regularization by thresholding
Peter J. Bickel
Elizaveta Levina
212
1,277
0
20 Jan 2009
On the ergodicity of the adaptive Metropolis algorithm on unbounded
  domains
On the ergodicity of the adaptive Metropolis algorithm on unbounded domains
E. Saksman
M. Vihola
141
72
0
18 Jun 2008
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