Optimal Scaling of MCMC Beyond Metropolis

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Optimal Scaling of MCMC Beyond Metropolis

5 April 2021

K. Łatuszyński

Gareth O. Roberts

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Papers citing "Optimal Scaling of MCMC Beyond Metropolis"

13 / 13 papers shown

Title
Optimal scaling of random-walk Metropolis algorithms using Bayesian large-sample asymptotics Sebastian M. Schmon Philippe Gagnon 33 17 0 13 Apr 2021
From the Bernoulli Factory to a Dice Enterprise via Perfect Sampling of Markov Chains Giulio Morina Krzysztof Latuszynski P. Nayar Alex Wendland 47 9 0 19 Dec 2019
Optimal Scaling of Random-Walk Metropolis Algorithms on General Target Distributions Jun Yang Gareth O. Roberts Jeffrey S. Rosenthal OT 78 29 0 27 Apr 2019
Large Sample Asymptotics of the Pseudo-Marginal Method Sebastian M. Schmon George Deligiannidis Arnaud Doucet M. Pitt 53 31 0 26 Jun 2018
Barker's algorithm for Bayesian inference with intractable likelihoods F. Gonccalves K. Latuszyñski Gareth O. Roberts 121 10 0 22 Sep 2017
A Dirichlet Form approach to MCMC Optimal Scaling Giacomo Zanella W. Kendall M. Bédard 40 9 0 05 Jun 2016
Multivariate Output Analysis for Markov chain Monte Carlo Dootika Vats James M. Flegal Galin L. Jones 53 276 0 24 Dec 2015
Efficiency of delayed-acceptance random walk Metropolis algorithms Chris Sherlock Alexandre Hoang Thiery Andrew Golightly 50 16 0 26 Jun 2015
Accelerating Metropolis-Hastings algorithms by Delayed Acceptance Marco Banterle Clara Grazian Anthony Lee Christian P. Robert 73 55 0 03 Mar 2015
On the efficiency of pseudo-marginal random walk Metropolis algorithms Chris Sherlock Alexandre Hoang Thiery Gareth O. Roberts Jeffrey S. Rosenthal 97 191 0 27 Sep 2013
MCMC using Hamiltonian dynamics Radford M. Neal 292 3,282 0 09 Jun 2012
CLTs and asymptotic variance of time-sampled Markov chains K. Łatuszyński Gareth O. Roberts 84 23 0 10 Feb 2011
Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets Chris Sherlock Gareth O. Roberts 90 61 0 04 Sep 2009