For how many iterations should we run Markov chain Monte Carlo?

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For how many iterations should we run Markov chain Monte Carlo?

5 November 2023

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Papers citing "For how many iterations should we run Markov chain Monte Carlo?"

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Title
Adaptive Tuning for Metropolis Adjusted Langevin Trajectories L. Riou-Durand Pavel Sountsov Jure Vogrinc C. Margossian Samuel Power 75 6 0 21 Oct 2022
$On the use of a local $\hat{R}$ to improve MCMC convergence diagnostic$ On the use of a local $\hat{R}$ to improve MCMC convergence diagnostic Théo Moins Julyan Arbel A. Dutfoy Stéphane Girard 59 13 0 13 May 2022
Focusing on Difficult Directions for Learning HMC Trajectory Lengths Pavel Sountsov Matt Hoffman 68 10 0 22 Oct 2021
Pathfinder: Parallel quasi-Newton variational inference Lu Zhang Bob Carpenter A. Gelman Aki Vehtari 118 41 0 09 Aug 2021
What Are Bayesian Neural Network Posteriors Really Like? Pavel Izmailov Sharad Vikram Matthew D. Hoffman A. Wilson UQCV BDL 74 387 0 29 Apr 2021
Bayesian workflow for disease transmission modeling in Stan Léo Grinsztajn Elizaveta Semenova C. Margossian J. Riou 28 62 0 23 May 2020
tfp.mcmc: Modern Markov Chain Monte Carlo Tools Built for Modern Hardware Junpeng Lao Christopher Suter I. Langmore C. Chimisov A. Saxena Pavel Sountsov Dave Moore Rif A. Saurous Matthew D. Hoffman Joshua V. Dillon 77 31 0 04 Feb 2020
GPU-based Parallel Computation Support for Stan Rok Cesnovar S. Bronder Davor Sluga J. Demšar Tadej Ciglarič Sean Talts Erik Štrumbelj 41 4 0 01 Jul 2019
$Rank-normalization, folding, and localization: An improved $\widehat{R}$ for assessing convergence of MCMC$ Rank-normalization, folding, and localization: An improved $\widehat{R}$ for assessing convergence of MCMC Aki Vehtari Andrew Gelman Daniel P. Simpson Bob Carpenter Paul-Christian Bürkner 57 940 0 19 Mar 2019
Revisiting the Gelman-Rubin Diagnostic Dootika Vats Christina Knudson 80 136 0 21 Dec 2018
Regularized Zero-Variance Control Variates Leah F. South Chris J. Oates Antonietta Mira Christopher C. Drovandi BDL 60 19 0 13 Nov 2018
Multivariate Output Analysis for Markov chain Monte Carlo Dootika Vats James M. Flegal Galin L. Jones 53 276 0 24 Dec 2015
The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo Matthew D. Hoffman Andrew Gelman 183 4,313 0 18 Nov 2011
On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods Anthony Lee C. Yau M. Giles Arnaud Doucet Christopher C. Holmes 97 322 0 14 May 2009