A Survey of Monte Carlo Methods for Parameter Estimation

A Survey of Monte Carlo Methods for Parameter Estimation

25 July 2021

S. Särkkä

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Papers citing "A Survey of Monte Carlo Methods for Parameter Estimation"

12 / 62 papers shown

Title
A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models E. Koblents Joaquín Míguez 74 77 0 28 Aug 2012
MCMC for doubly-intractable distributions Iain Murray Zoubin Ghahramani D. MacKay 104 418 0 27 Jun 2012
MCMC using Hamiltonian dynamics Radford M. Neal 298 3,282 0 09 Jun 2012
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 123 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
The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo Matthew D. Hoffman Andrew Gelman 189 4,315 0 18 Nov 2011
Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions Natesh S. Pillai Andrew M. Stuart Alexandre Hoang Thiery 119 99 0 02 Mar 2011
Robust adaptive Metropolis algorithm with coerced acceptance rate M. Vihola 121 255 0 19 Nov 2010
The pseudo-marginal approach for efficient Monte Carlo computations Christophe Andrieu Gareth O. Roberts 192 895 0 31 Mar 2009
Adaptive Independent Metropolis-Hastings by Fast Estimation of Mixtures of Normals P. Giordani Robert Kohn 148 105 0 11 Jan 2008
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