Bayesian Computation Via Markov Chain Monte Carlo

Radu V. Craiu, Jeffrey S. Rosenthal

Type: Article

Publication Date: 2013-11-04

Citations: 75

DOI: https://doi.org/10.1146/annurev-statistics-022513-115540

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Locations

Annual Review of Statistics and Its Application - View

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+ PDF Chat	Predictive Inference Based on Markov Chain Monte Carlo Output	2020	Fabian Krüger Sebastian Lerch Thordis L. Thorarinsdottir Tilmann Gneiting
+ PDF Chat	Addressing positivity violations in causal effect estimation using Gaussian process priors	2022	Angela Y. Zhu Nandita Mitra Jason Roy
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+	Gaussian Process Single Index Models for Conditional Copulas	2016	Evgeny Levi Radu V. Craiu
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Works Cited by This (55)

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+	Covariance Structure and Convergence Rate of the Gibbs Sampler with Various Scans	1995	Jun S. Liu Wing Hung Wong Augustine Kong
+ PDF Chat	Divide and Conquer: A Mixture-Based Approach to Regional Adaptation for MCMC	2010	Yan Bai Radu V. Craiu Antonio Fabio Di Narzo
+ PDF Chat	Rates of convergence of the Hastings and Metropolis algorithms	1996	Kerrie Mengersen Richard L. Tweedie
+ PDF Chat	Monte Carlo Statistical Methods	2000	Hoon Kim Christian P. Robert George Casella
+ PDF Chat	Quantitative bounds on convergence of time-inhomogeneous Markov chains	2004	Randal Douc Éric Moulines Jeffrey S. Rosenthal
+	Acceleration of the Multiple-Try Metropolis algorithm using antithetic and stratified sampling	2007	Radu V. Craiu Christiane Lemieux
+ PDF Chat	An Adaptive Metropolis Algorithm	2001	Heikki Haario Eero Saksman J. Tamminen
+ PDF Chat	Honest Exploration of Intractable Probability Distributions via Markov Chain Monte Carlo	2001	James P. Hobert Galin L. Jones
+ PDF Chat	Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms	2007	Gareth O. Roberts Jeffrey S. Rosenthal
+	Optimal scaling for various Metropolis-Hastings algorithms	2001	Gareth O. Roberts Jeffrey S. Rosenthal