A Dirichlet Form approach to MCMC Optimal Scaling

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A Dirichlet Form approach to MCMC Optimal Scaling

5 June 2016

Giacomo Zanella

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Papers citing "A Dirichlet Form approach to MCMC Optimal Scaling"

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Title
Convergence of Dirichlet Forms for MCMC Optimal Scaling with Dependent Target Distributions on Large Graphs Ning Ning 23 1 0 31 Oct 2022
Optimal design of the Barker proposal and other locally-balanced Metropolis-Hastings algorithms Jure Vogrinc Samuel Livingstone Giacomo Zanella 45 11 0 04 Jan 2022
Optimal Scaling of MCMC Beyond Metropolis Sanket Agrawal Dootika Vats K. Łatuszyński Gareth O. Roberts 70 11 0 05 Apr 2021
Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities Jure Vogrinc W. Kendall 38 6 0 21 Oct 2019
Optimal Scaling of Random-Walk Metropolis Algorithms on General Target Distributions Jun Yang Gareth O. Roberts Jeffrey S. Rosenthal OT 95 29 0 27 Apr 2019
Optimal Scaling and Shaping of Random Walk Metropolis via Diffusion Limits of Block-I.I.D. Targets Jeffrey Negrea 15 0 0 18 Feb 2019
Efficiency of delayed-acceptance random walk Metropolis algorithms Chris Sherlock Alexandre Hoang Thiery Andrew Golightly 77 16 0 26 Jun 2015