Optimal Scaling of MCMC Beyond Metropolis

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Optimal Scaling of MCMC Beyond Metropolis

5 April 2021

K. Łatuszyński

Gareth O. Roberts

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Papers citing "Optimal Scaling of MCMC Beyond Metropolis"

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Title
Exact MCMC for Intractable Proposals Dwija Kakkad Dootika Vats 63 0 0 14 Oct 2024
A calculus for Markov chain Monte Carlo: studying approximations in algorithms Rocco Caprio A. M. Johansen 25 2 0 05 Oct 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
Conditional sequential Monte Carlo in high dimensions Axel Finke Alexandre Hoang Thiery 42 6 0 23 Aug 2021
Collective Proposal Distributions for Nonlinear MCMC samplers: Mean-Field Theory and Fast Implementation Grégoire Clarté A. Diez Jean Feydy 48 8 0 18 Sep 2019