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Asymptotic Analysis of the Random-Walk Metropolis Algorithm on Ridged
  Densities

Asymptotic Analysis of the Random-Walk Metropolis Algorithm on Ridged Densities

9 October 2015
A. Beskos
Gareth O. Roberts
Alexandre Hoang Thiery
Natesh Pillai
    OT
ArXiv (abs)PDFHTML

Papers citing "Asymptotic Analysis of the Random-Walk Metropolis Algorithm on Ridged Densities"

3 / 3 papers shown
Title
Robust random walk-like Metropolis-Hastings algorithms for concentrating
  posteriors
Robust random walk-like Metropolis-Hastings algorithms for concentrating posteriors
Daniel Rudolf
Björn Sprungk
50
6
0
24 Feb 2022
Manifold Markov chain Monte Carlo methods for Bayesian inference in
  diffusion models
Manifold Markov chain Monte Carlo methods for Bayesian inference in diffusion models
Matthew M. Graham
Alexandre Hoang Thiery
A. Beskos
51
16
0
06 Dec 2019
The Barker proposal: combining robustness and efficiency in
  gradient-based MCMC
The Barker proposal: combining robustness and efficiency in gradient-based MCMC
Samuel Livingstone
Giacomo Zanella
86
50
0
30 Aug 2019
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