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Multivariate Output Analysis for Markov chain Monte Carlo

24 December 2015

Papers citing "Multivariate Output Analysis for Markov chain Monte Carlo"

48 / 48 papers shown

Title
A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs Jonas E. Arias Juan F. Rubio-Ramírez Minchul Shin 11 0 0 29 May 2025
Generalized Posterior Calibration via Sequential Monte Carlo Sampler Masahiro Tanaka 98 2 0 25 Apr 2024
Logistic-beta processes for dependent random probabilities with beta marginals Changwoo J. Lee Alessandro Zito Huiyan Sang David B. Dunson 77 0 0 10 Feb 2024
For how many iterations should we run Markov chain Monte Carlo? C. Margossian Andrew Gelman 58 7 0 05 Nov 2023
On the Utility of Equal Batch Sizes for Inference in Stochastic Gradient Descent Rahul Singh A. Shukla Dootika Vats 56 0 0 14 Mar 2023
Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances Austin R. Brown Galin L. Jones 70 3 0 12 Dec 2022
Convergence Analysis of Data Augmentation Algorithms for Bayesian Robust Multivariate Linear Regression with Incomplete Data Haoxiang Li Qian Qin Galin L. Jones 42 1 0 04 Dec 2022
Approximate Methods for Bayesian Computation Radu V. Craiu Evgeny Levi 51 5 0 06 Oct 2022
Geometric ergodicity of Gibbs samplers for Bayesian error-in-variable regression Austin R. Brown 45 0 0 17 Sep 2022
Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain Stephen Berg Hyebin Song 70 6 0 26 Jul 2022
Solving the Poisson equation using coupled Markov chains Randal Douc Pierre E. Jacob Anthony Lee Dootika Vats 115 10 0 12 Jun 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 63 13 0 13 May 2022
Scalable Spike-and-Slab N. Biswas Lester W. Mackey Xiao-Li Meng GP 94 12 0 04 Apr 2022
ergm 4: Computational Improvements P. Krivitsky David R. Hunter Martina Morris Chad Klumb University of New South Wales 43 7 0 15 Mar 2022
Analysis of two-component Gibbs samplers using the theory of two projections Qian Qin 59 3 0 29 Jan 2022
hIPPYlib-MUQ: A Bayesian Inference Software Framework for Integration of Data with Complex Predictive Models under Uncertainty Ki-tae Kim Umberto Villa M. Parno Youssef Marzouk Omar Ghattas N. Petra 82 19 0 01 Dec 2021
Exact Convergence Analysis for Metropolis-Hastings Independence Samplers in Wasserstein Distances Austin R. Brown Galin L. Jones 64 7 0 19 Nov 2021
Convergence of position-dependent MALA with application to conditional simulation in GLMMs Vivekananda Roy Lijin Zhang 67 8 0 28 Aug 2021
Antithetic Riemannian Manifold And Quantum-Inspired Hamiltonian Monte Carlo W. Mongwe R. Mbuvha T. Marwala 48 6 0 05 Jul 2021
Semi-Empirical Objective Functions for MCMC Proposal Optimization Chris Cannella Vahid Tarokh 65 1 0 03 Jun 2021
Dimension-free Mixing for High-dimensional Bayesian Variable Selection Quan Zhou Jun Yang Dootika Vats Gareth O. Roberts Jeffrey S. Rosenthal 59 26 0 12 May 2021
Optimal Scaling of MCMC Beyond Metropolis Sanket Agrawal Dootika Vats K. Łatuszyński Gareth O. Roberts 73 11 0 05 Apr 2021
Coupling-based convergence assessment of some Gibbs samplers for high-dimensional Bayesian regression with shrinkage priors N. Biswas A. Bhattacharya Pierre E. Jacob J. Johndrow 78 14 0 09 Dec 2020
Backfitting for large scale crossed random effects regressions Swarnadip Ghosh Trevor Hastie Art B. Owen 32 15 0 21 Jul 2020
Convergence Rates of Two-Component MCMC Samplers Qian Qin Galin L. Jones 43 14 0 26 Jun 2020
Optimal Thinning of MCMC Output M. Riabiz W. Chen Jon Cockayne P. Swietach Steven Niederer Lester W. Mackey Chris J. Oates 78 47 0 08 May 2020
Online Covariance Matrix Estimation in Stochastic Gradient Descent Wanrong Zhu Xi Chen Wei Biao Wu 121 57 0 10 Feb 2020
Reduced-dimensional Monte Carlo Maximum Likelihood for Latent Gaussian Random Field Models Jaewoo Park M. Haran 20 7 0 22 Oct 2019
Challenges in Markov chain Monte Carlo for Bayesian neural networks Theodore Papamarkou Jacob D. Hinkle M. T. Young D. Womble BDL 131 51 0 15 Oct 2019
Convergence diagnostics for Markov chain Monte Carlo Vivekananda Roy 80 221 0 26 Sep 2019
d-blink: Distributed End-to-End Bayesian Entity Resolution Neil G. Marchant Andee Kaplan Daniel N. Elazar Benjamin I. P. Rubinstein R. Steorts 47 23 0 13 Sep 2019
Convergence Analysis of a Collapsed Gibbs Sampler for Bayesian Vector Autoregressions Karl Oskar Ekvall Galin L. Jones 48 18 0 06 Jul 2019
Simultaneous Transformation and Rounding (STAR) Models for Integer-Valued Data Daniel R. Kowal A. Canale SyDa 65 19 0 27 Jun 2019
Ensemble MCMC: Accelerating Pseudo-Marginal MCMC for State Space Models using the Ensemble Kalman Filter Christopher C. Drovandi R. Everitt Andrew Golightly D. Prangle 93 14 0 05 Jun 2019
Estimating Convergence of Markov chains with L-Lag Couplings N. Biswas Pierre E. Jacob Paul Vanetti 58 49 0 23 May 2019
Assessing and Visualizing Simultaneous Simulation Error Nathan Robertson James M. Flegal Dootika Vats Galin L. Jones 60 15 0 26 Apr 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 100 954 0 19 Mar 2019
Fast Markov chain Monte Carlo for high dimensional Bayesian regression models with shrinkage priors Rui Jin Aixin Tan 58 8 0 16 Mar 2019
Unreasonable effectiveness of Monte Carlo Art B. Owen 33 1 0 18 Jan 2019
Revisiting the Gelman-Rubin Diagnostic Dootika Vats Christina Knudson 97 137 0 21 Dec 2018
Adaptive Tuning Of Hamiltonian Monte Carlo Within Sequential Monte Carlo Alexander K. Buchholz Nicolas Chopin Pierre E. Jacob 78 34 0 23 Aug 2018
Global consensus Monte Carlo Lewis J. Rendell A. M. Johansen Anthony Lee N. Whiteley 91 40 0 24 Jul 2018
Bayesian Inference for Diffusion Processes: Using Higher-Order Approximations for Transition Densities Susanne Pieschner Christiane Fuchs 38 6 0 06 Jun 2018
Weighted batch means estimators in Markov chain Monte Carlo Yating Liu James M. Flegal OffRL 38 19 0 21 May 2018
Trace class Markov chains for the Normal-Gamma Bayesian shrinkage model Liyuan Zhang Kshitij Khare 34 4 0 16 Apr 2018
Finite-dimensional Gaussian approximation with linear inequality constraints A. F. López-Lopera François Bachoc N. Durrande O. Roustant 133 67 0 20 Oct 2017
Estimation of Risk Contributions with MCMC Takaaki Koike Mihoko Minami 30 10 0 10 Feb 2017
Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals Frank van der Meulen Moritz Schauer 100 59 0 18 Jun 2014