메뉴 건너뛰기




Volumn 9, Issue 3, 2003, Pages 395-422

Self-regenerative Markov chain Monte Carlo with adaptation

Author keywords

Adaptive method; Bayesian inference; Independence sampler; Metropolis Hastings algorithm; Regeneration

Indexed keywords


EID: 2442470429     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1065444811     Document Type: Article
Times cited : (28)

References (29)
  • 2
    • 0042759311 scopus 로고
    • An iterative Monte Carlo method for nonconjugate Bayesian analysis
    • Carlin, B.P. and Gelfand, A.E. (1991) An iterative Monte Carlo method for nonconjugate Bayesian analysis. Statist. Comput., 1, 119-128.
    • (1991) Statist. Comput. , vol.1 , pp. 119-128
    • Carlin, B.P.1    Gelfand, A.E.2
  • 3
    • 0041974049 scopus 로고
    • Marginal likelihood from the Gibbs output
    • Chib, S. (1995) Marginal likelihood from the Gibbs output. J. Amer. Statist. Assoc., 90, 1313-1321.
    • (1995) J. Amer. Statist. Assoc. , vol.90 , pp. 1313-1321
    • Chib, S.1
  • 4
    • 32344446687 scopus 로고
    • Understanding the Metropolis-Hastings algorithm
    • Chib, S. and Greenberg, E. (1995) Understanding the Metropolis-Hastings algorithm. Amer. Statist., 49, 327-335.
    • (1995) Amer. Statist. , vol.49 , pp. 327-335
    • Chib, S.1    Greenberg, E.2
  • 5
    • 1842715143 scopus 로고    scopus 로고
    • Marginal likelihood from the Metropolis-Hastings output
    • Chib, S. and Jeliazkov, I. (2001) Marginal likelihood from the Metropolis-Hastings output. J. Amer. Statist. Assoc., 96, 270-281.
    • (2001) J. Amer. Statist. Assoc. , vol.96 , pp. 270-281
    • Chib, S.1    Jeliazkov, I.2
  • 6
    • 84950453304 scopus 로고
    • Sampling based approaches to calculating marginal densities
    • Gelfand, A.E. and Smith, A.F.M. (1990) Sampling based approaches to calculating marginal densities. J. Amer. Statist. Assoc., 85, 398-409.
    • (1990) J. Amer. Statist. Assoc. , vol.85 , pp. 398-409
    • Gelfand, A.E.1    Smith, A.F.M.2
  • 7
    • 84972511893 scopus 로고
    • Practical Markov Chain Monte Carlo
    • Geyer, C.J. (1992) Practical Markov Chain Monte Carlo. Statist. Sci., 7, 473-483.
    • (1992) Statist. Sci. , vol.7 , pp. 473-483
    • Geyer, C.J.1
  • 9
    • 0032333313 scopus 로고    scopus 로고
    • Adaptive Markov chain Monte Carlo through regeneration
    • Gilks, W.R., Roberts, G.O. and Sahu, S.K. (1998) Adaptive Markov chain Monte Carlo through regeneration. J. Amer. Statist. Assoc., 93, 1045-1054.
    • (1998) J. Amer. Statist. Assoc. , vol.93 , pp. 1045-1054
    • Gilks, W.R.1    Roberts, G.O.2    Sahu, S.K.3
  • 10
    • 0001135568 scopus 로고
    • Metropolis methods, Gaussian proposals, and antithetic variables
    • P. Barone, A. Frigessi and M. Piccioni (eds), Lecture Notes in Statist. 74. Berlin: Springer-Verlag
    • Green, P.J. and Han, X.-L. (1992) Metropolis methods, Gaussian proposals, and antithetic variables. In P. Barone, A. Frigessi and M. Piccioni (eds), Stochastic Models, Statistical Methods, and Algorithms in Image Analysis, Lecture Notes in Statist. 74, pp. 142-164. Berlin: Springer-Verlag.
    • (1992) Stochastic Models, Statistical Methods, and Algorithms in Image Analysis , pp. 142-164
    • Green, P.J.1    Han, X.-L.2
  • 11
    • 77956890234 scopus 로고
    • Monte Carlo sampling methods using Markov chains and their applications
    • Hastings, W.K. (1970) Monte Carlo sampling methods using Markov chains and their applications. Biometrika, 57, 97-109.
    • (1970) Biometrika , vol.57 , pp. 97-109
    • Hastings, W.K.1
  • 12
    • 0032382838 scopus 로고    scopus 로고
    • Markov chain Monte Carlo in practice: A roundtable discussion
    • Kass, R.E., Carlin, B.P., Gelman, A. and Neal, R. (1998) Markov chain Monte Carlo in practice: A roundtable discussion. Amer. Statist., 52, 93-100.
    • (1998) Amer. Statist. , vol.52 , pp. 93-100
    • Kass, R.E.1    Carlin, B.P.2    Gelman, A.3    Neal, R.4
  • 13
    • 21344458535 scopus 로고    scopus 로고
    • Metropolized independent sampling with comparisons to rejection sampling and importance sampling
    • Liu, J.S. (1996) Metropolized independent sampling with comparisons to rejection sampling and importance sampling. Statist. Comput., 6, 113-119.
    • (1996) Statist. Comput. , vol.6 , pp. 113-119
    • Liu, J.S.1
  • 14
    • 0036005408 scopus 로고    scopus 로고
    • Efficiency and convergence properties of slice samplers
    • Mira, A. and Tierney, L. (2002) Efficiency and convergence properties of slice samplers. Scand. J. Statist., 29, 1-12.
    • (2002) Scand. J. Statist. , vol.29 , pp. 1-12
    • Mira, A.1    Tierney, L.2
  • 17
    • 0003078723 scopus 로고
    • Approximate Bayesian inference with the weighted likelihood bootstrap
    • Newton, M.A. and Raftery, A.E. (1994) Approximate Bayesian inference with the weighted likelihood bootstrap (with discussion). J. Roy. Statist. Soc. Ser. B, 56, 3-48.
    • (1994) J. Roy. Statist. Soc. Ser. B , vol.56 , pp. 3-48
    • Newton, M.A.1    Raftery, A.E.2
  • 19
    • 0015730787 scopus 로고
    • Optimum Monte Carlo sampling using Markov chains
    • Peskun, P.H. (1973) Optimum Monte Carlo sampling using Markov chains. Biometrika, 60, 607-612.
    • (1973) Biometrika , vol.60 , pp. 607-612
    • Peskun, P.H.1
  • 23
    • 84972527127 scopus 로고
    • Convergence control methods for Markov chain Monte Carlo algorithms
    • Robert, C.P. (1995) Convergence control methods for Markov chain Monte Carlo algorithms. Statist. Sci., 10, 231-253.
    • (1995) Statist. Sci. , vol.10 , pp. 231-253
    • Robert, C.P.1
  • 25
    • 0001974429 scopus 로고    scopus 로고
    • Markov chain concepts related to sampling algorithms
    • W.R. Gilks, S. Richardson and D.J. Spiegelhalter (eds). London: Chapman & Hall
    • Roberts, G.O. (1996) Markov chain concepts related to sampling algorithms. In W.R. Gilks, S. Richardson and D.J. Spiegelhalter (eds), Markov Chain Monte Carlo in Practice, pp. 45-57. London: Chapman & Hall.
    • (1996) Markov Chain Monte Carlo in Practice , pp. 45-57
    • Roberts, G.O.1
  • 26
    • 0003053548 scopus 로고
    • Bayesian computation via the Gibbs sampler and related Markov chain Monte Carlo methods
    • Smith, A.F.M. and Roberts, G.O. (1993) Bayesian computation via the Gibbs sampler and related Markov chain Monte Carlo methods. J. Roy. Statist. Soc. Ser. B, 55, 3-23.
    • (1993) J. Roy. Statist. Soc. Ser. B , vol.55 , pp. 3-23
    • Smith, A.F.M.1    Roberts, G.O.2
  • 27
    • 0009001564 scopus 로고    scopus 로고
    • Exact transition probabilities for the independence Metropolis sampler
    • Department of Statistics, University of North Carolina, Chapel Hill
    • Smith, R.L. and Tierney, L. (1996) Exact transition probabilities for the independence Metropolis sampler. Technical Report, Department of Statistics, University of North Carolina, Chapel Hill.
    • (1996) Technical Report
    • Smith, R.L.1    Tierney, L.2
  • 28
    • 0000605742 scopus 로고    scopus 로고
    • Computation on Bayesian graphical models
    • J.M. Bernardo, J.O. Berger, A.P. Dawid and A.F.M. Smith (eds), Oxford: Oxford University Press
    • Spiegelhalter, D.J., Thomas, A. and Best, N.G. (1996) Computation on Bayesian graphical models. In J.M. Bernardo, J.O. Berger, A.P. Dawid and A.F.M. Smith (eds), Bayesian Statistics 5, pp. 407-426. Oxford: Oxford University Press.
    • (1996) Bayesian Statistics , vol.5 , pp. 407-426
    • Spiegelhalter, D.J.1    Thomas, A.2    Best, N.G.3
  • 29
    • 0000576595 scopus 로고
    • Markov chains for exploring posterior distributions
    • Tierney, L. (1994) Markov chains for exploring posterior distributions (with discussion). Ann. Statist., 22, 1701-1762.
    • (1994) Ann. Statist. , vol.22 , pp. 1701-1762
    • Tierney, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.