-
1
-
-
34547170725
-
-
Andrieu, C., Atchadé, Y.F., 2005. On the efficiency of adaptive MCMC algorithms. Preprint.
-
-
-
-
2
-
-
34547151854
-
-
Andrieu, C., Moulines, E., 2003. On the ergodicity properties of some adaptive Markov Chain Monte Carlo algorithms. Preprint.
-
-
-
-
3
-
-
33747062507
-
On adaptive Markov chain Monte Carlo algorithms
-
Atchadé Y.F., and Rosenthal J.S. On adaptive Markov chain Monte Carlo algorithms. Bernoulli 11 (2005) 815-828
-
(2005)
Bernoulli
, vol.11
, pp. 815-828
-
-
Atchadé, Y.F.1
Rosenthal, J.S.2
-
4
-
-
34547175984
-
-
The BUGS Project. At: 〈http://www.mrc-bsu.cam.ac.uk/bugs/〉.
-
-
-
-
5
-
-
84949161141
-
Data analysis using Stein's estimator and its generalizations
-
Efron B., and Morris C. Data analysis using Stein's estimator and its generalizations. J. Amer. Stat. Assoc. 70 350 (1975) 311-319
-
(1975)
J. Amer. Stat. Assoc.
, vol.70
, Issue.350
, pp. 311-319
-
-
Efron, B.1
Morris, C.2
-
6
-
-
34547214059
-
-
GCC, the GNU Compiler Collection. At: 〈http://gcc.gnu.org/〉.
-
-
-
-
7
-
-
84950453304
-
Sampling based approaches to calculating marginal densities
-
Gelfand A.E., and Smith A.F.M. Sampling based approaches to calculating marginal densities. J. Amer. Stat. Assoc. 85 (1990) 398-409
-
(1990)
J. Amer. Stat. Assoc.
, vol.85
, pp. 398-409
-
-
Gelfand, A.E.1
Smith, A.F.M.2
-
8
-
-
34547151360
-
-
Geyer, C.J., 2005. MCMC R Package. At: 〈http://www.stat.umn.edu/geyer/mcmc/〉.
-
-
-
-
9
-
-
34547188888
-
-
Giordani, P., Kohn, R., 2006. Adaptive independent Metropolis-Hastings by fast estimation of mixtures of normals. Preprint.
-
-
-
-
10
-
-
34547191418
-
-
Green, P.J., Murdoch, D.J., 1998. Exact sampling for Bayesian inference: towards general purpose algorithms. In: Bernardo, J.M., et al. (Eds.), Bayesian Statistics, vol. 6, Oxford University Press, Oxford, pp. 301-321.
-
-
-
-
11
-
-
33746082065
-
Componentwise adaptation for high dimensional MCMC
-
Haario H., Saksman E., and Tamminen J. Componentwise adaptation for high dimensional MCMC. Comput. Statist. 20 (2005) 265-274
-
(2005)
Comput. Statist.
, vol.20
, pp. 265-274
-
-
Haario, H.1
Saksman, E.2
Tamminen, J.3
-
12
-
-
34547169199
-
-
Martin, A.D., Quinn, K.M., 2007. MCMCpack. At: 〈http://mcmcpack.wustl.edu/wiki/index.php/Main_Page〉.
-
-
-
-
13
-
-
34547167228
-
-
Morris, C., 1983. Parametric empirical Bayes confidence intervals. Sci. Inference, Data Anal., Robustness, 25-50.
-
-
-
-
14
-
-
34547170217
-
-
OpenBUGS. At: 〈http://mathstat.helsinki.fi/openbugs/〉.
-
-
-
-
15
-
-
34547165714
-
-
The R Project for Statistical Computing. At: 〈http://www.r-project.org/〉.
-
-
-
-
16
-
-
0013037129
-
Optimal scaling for various Metropolis-Hastings algorithms
-
Roberts G.O., and Rosenthal J.S. Optimal scaling for various Metropolis-Hastings algorithms. Statist. Sci. 16 (2001) 351-367
-
(2001)
Statist. Sci.
, vol.16
, pp. 351-367
-
-
Roberts, G.O.1
Rosenthal, J.S.2
-
17
-
-
34547153465
-
-
Roberts, G.O., Rosenthal, J.S., 2005. Coupling and ergodicity of adaptive MCMC. Preprint.
-
-
-
-
18
-
-
34547176481
-
-
Roberts, G.O., Rosenthal, J.S., 2006. Examples of adaptive MCMC. Preprint.
-
-
-
-
19
-
-
21444459448
-
Convergence of Gibbs sampler for a model related to James-Stein estimators
-
Rosenthal J.S. Convergence of Gibbs sampler for a model related to James-Stein estimators. Statist. Comput. 6 (1996) 269-275
-
(1996)
Statist. Comput.
, vol.6
, pp. 269-275
-
-
Rosenthal, J.S.1
-
20
-
-
34547172459
-
-
Rosenthal, J.S., 2004. Adaptive MCMC Java Applet. At: 〈http://probability.ca/jeff/java/adapt.html〉.
-
-
-
-
21
-
-
34547231856
-
-
Rosenthal, J.S., 2007. The AMCMC package. At: 〈http://probability.ca/amcmc/〉.
-
-
-
-
22
-
-
34547184237
-
-
WinBUGS. At: 〈http://www.mrc-bsu.cam.ac.uk/bugs/winbugs/contents.shtml〉.
-
-
-
|