Using parallel computation to improve Independent Metropolis--Hastings
based estimation

v1v2v3 (latest)

Using parallel computation to improve Independent Metropolis--Hastings based estimation

8 October 2010

Pierre E. Jacob

Christian P. Robert

Murray H. Smith

ArXiv (abs)PDF HTML

Papers citing "Using parallel computation to improve Independent Metropolis--Hastings based estimation"

16 / 16 papers shown

Title
Computing Bayes: From Then 'Til Now' G. Martin David T. Frazier Christian P. Robert 102 16 0 01 Aug 2022
Exact Convergence Analysis for Metropolis-Hastings Independence Samplers in Wasserstein Distances Austin R. Brown Galin L. Jones 94 7 0 19 Nov 2021
MCMC-driven importance samplers F. Llorente E. Curbelo Luca Martino Victor Elvira D. Delgado 113 11 0 06 May 2021
Computing Bayes: Bayesian Computation from 1763 to the 21st Century G. Martin David T. Frazier Christian P. Robert 104 17 0 14 Apr 2020
Bayesian epidemiological modeling over high-resolution network data Stefan Engblom Robin Eriksson S. Widgren 95 15 0 25 Oct 2019
Accelerating MCMC Algorithms Christian P. Robert Victor Elvira Nicholas G. Tawn Changye Wu 107 141 0 08 Apr 2018
Unbiased Markov chain Monte Carlo with couplings Pierre E. Jacob J. O'Leary Yves F. Atchadé 134 73 0 11 Aug 2017
Metropolis Sampling Luca Martino Victor Elvira 84 25 0 15 Apr 2017
Orthogonal parallel MCMC methods for sampling and optimization Luca Martino Victor Elvira D. Luengo J. Corander F. Louzada 91 74 0 30 Jul 2015
Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation Nicolas Chopin James Ridgway 105 76 0 29 Jun 2015
Accelerated dimension-independent adaptive Metropolis Yuxin Chen David E. Keyes K. Law Hatem Ltaief 63 22 0 18 Jun 2015
Layered Adaptive Importance Sampling Luca Martino Victor Elvira D. Luengo J. Corander 94 108 0 18 May 2015
Markov Interacting Importance Samplers Eduardo F. Mendes Marcel Scharth Robert Kohn VLM 85 3 0 25 Feb 2015
Bayesian computation: a perspective on the current state, and sampling backwards and forwards P. Green K. Latuszyñski Marcelo Pereyra Christian P. Robert 131 21 0 04 Feb 2015
Accelerating Metropolis-Hastings algorithms: Delayed acceptance with prefetching Marco Banterle Clara Grazian Christian P. Robert 74 13 0 10 Jun 2014
Decomposition Sampling applied to Parallelization of Metropolis-Hastings J. Hallgren T. Koski 61 3 0 12 Feb 2014