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A multiple-try Metropolis-Hastings algorithm with tailored proposals

A multiple-try Metropolis-Hastings algorithm with tailored proposals

5 July 2018
Xin Luo
H. Tjelmeland
ArXiv (abs)PDFHTML

Papers citing "A multiple-try Metropolis-Hastings algorithm with tailored proposals"

8 / 8 papers shown
Title
Stereographic Multi-Try Metropolis Algorithms for Heavy-tailed Sampling
Stereographic Multi-Try Metropolis Algorithms for Heavy-tailed Sampling
Zhihao Wang
Jun Yang
53
0
0
18 May 2025
On the fundamental limitations of multiproposal Markov chain Monte Carlo
  algorithms
On the fundamental limitations of multiproposal Markov chain Monte Carlo algorithms
Francesco Pozza
Giacomo Zanella
96
2
0
30 Oct 2024
Sacred and Profane: from the Involutive Theory of MCMC to Helpful
  Hamiltonian Hacks
Sacred and Profane: from the Involutive Theory of MCMC to Helpful Hamiltonian Hacks
N. Glatt-Holtz
Andrew J. Holbrook
J. Krometis
Cecilia F. Mondaini
Ami D. Sheth
63
0
0
22 Oct 2024
Parallel MCMC Algorithms: Theoretical Foundations, Algorithm Design,
  Case Studies
Parallel MCMC Algorithms: Theoretical Foundations, Algorithm Design, Case Studies
N. Glatt-Holtz
Andrew J Holbrook
J. Krometis
Cecilia F. Mondaini
75
12
0
10 Sep 2022
Computing Bayes: From Then 'Til Now'
Computing Bayes: From Then 'Til Now'
G. Martin
David T. Frazier
Christian P. Robert
110
16
0
01 Aug 2022
A quantum parallel Markov chain Monte Carlo
A quantum parallel Markov chain Monte Carlo
Andrew J Holbrook
65
8
0
01 Dec 2021
Generating MCMC proposals by randomly rotating the regular simplex
Generating MCMC proposals by randomly rotating the regular simplex
Andrew J Holbrook
63
8
0
13 Oct 2021
Computing Bayes: Bayesian Computation from 1763 to the 21st Century
Computing Bayes: Bayesian Computation from 1763 to the 21st Century
G. Martin
David T. Frazier
Christian P. Robert
111
17
0
14 Apr 2020
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