Optimal Scaling of Random-Walk Metropolis Algorithms on General Target Distributions

27 April 2019

Papers citing "Optimal Scaling of Random-Walk Metropolis Algorithms on General Target Distributions"

7 / 7 papers shown

Title
Stereographic Multi-Try Metropolis Algorithms for Heavy-tailed Sampling Zhihao Wang Jun Yang 7 0 0 18 May 2025
New affine invariant ensemble samplers and their dimensional scaling Yifan Chen 24 0 0 05 May 2025
Stereographic Markov Chain Monte Carlo Jun Yang K. Latuszyñski Gareth O. Roberts 46 14 0 24 May 2022
Asymptotic bias of inexact Markov Chain Monte Carlo methods in high dimension Alain Durmus A. Eberle 37 20 0 02 Aug 2021
Randomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy Particle Sampler and Dimension-Free Convergence Rates George Deligiannidis Daniel Paulin Alexandre Bouchard-Côté Arnaud Doucet 29 51 0 13 Aug 2018
Coupling and Convergence for Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle Raphael Zimmer 79 136 0 01 May 2018
Complexity Results for MCMC derived from Quantitative Bounds Jun Yang Jeffrey S. Rosenthal 33 23 0 02 Aug 2017