Markov chain Monte Carlo algorithms with sequential proposals

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Markov chain Monte Carlo algorithms with sequential proposals

15 July 2019

Yves F. Atchadé

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Papers citing "Markov chain Monte Carlo algorithms with sequential proposals"

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Title
Adaptive Tuning for Metropolis Adjusted Langevin Trajectories L. Riou-Durand Pavel Sountsov Jure Vogrinc C. Margossian Samuel Power 94 6 0 21 Oct 2022
Sampling algorithms in statistical physics: a guide for statistics and machine learning Michael F Faulkner Samuel Livingstone 59 7 0 09 Aug 2022
Metropolis Adjusted Langevin Trajectories: a robust alternative to Hamiltonian Monte Carlo L. Riou-Durand Jure Vogrinc 95 15 0 26 Feb 2022
Sampling from multimodal distributions using tempered Hamiltonian transitions Joonha Park 42 2 0 12 Nov 2021
Entropy-based adaptive Hamiltonian Monte Carlo Marcel Hirt Michalis K. Titsias P. Dellaportas BDL 101 7 0 27 Oct 2021
A general perspective on the Metropolis-Hastings kernel Christophe Andrieu Anthony Lee Samuel Livingstone 86 25 0 29 Dec 2020
A Metropolis-class sampler for targets with non-convex support John Moriarty Jure Vogrinc Alessandro Zocca 69 5 0 23 May 2019