메뉴 건너뛰기




Volumn 24, Issue 3, 2014, Pages 339-349

Split Hamiltonian Monte Carlo

Author keywords

Bayesian analysis; Hamiltonian dynamics; Markov chain Monte Carlo

Indexed keywords


EID: 84898540704     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-012-9373-1     Document Type: Article
Times cited : (68)

References (13)
  • 4
    • 84972511893 scopus 로고
    • Practical Markov chain Monte Carlo
    • Geyer, C. J.: Practical Markov chain Monte Carlo. Stat. Sci. 7(4), 473-483 (1992).
    • (1992) Stat. Sci. , vol.7 , Issue.4 , pp. 473-483
    • Geyer, C.J.1
  • 5
    • 79952295497 scopus 로고    scopus 로고
    • Riemann manifold Langevin and Hamiltonian Monte Carlo methods (with discussion)
    • Girolami, M., Calderhead, B.: Riemann manifold Langevin and Hamiltonian Monte Carlo methods (with discussion). J. R. Stat. Soc. B 73(2), 123-214 (2011).
    • (2011) J. R. Stat. Soc. B , vol.73 , Issue.2 , pp. 123-214
    • Girolami, M.1    Calderhead, B.2
  • 8
    • 5744249209 scopus 로고
    • Equation of state calculations by fast computing machines
    • doi:10.1063/1.1699114
    • Metropolis, N., Rosenbluth, A. W., Rosenbluth, M. N., Teller, A. H., Teller, E.: Equation of state calculations by fast computing machines. J. Chem. Phys. 21(6), 1087-1092 (1953). doi: 10. 1063/1. 1699114.
    • (1953) J. Chem. Phys. , vol.21 , Issue.6 , pp. 1087-1092
    • Metropolis, N.1    Rosenbluth, A.W.2    Rosenbluth, M.N.3    Teller, A.H.4    Teller, E.5
  • 10
    • 79251576558 scopus 로고    scopus 로고
    • MCMC using Hamiltonian dynamics
    • S. Brooks, A. Gelman, G. Jones, and X. L. Meng (Eds.), London/Boca Raton: Chapman and Hall/CRC
    • Neal, R. M.: MCMC using Hamiltonian dynamics. In: Brooks, S., Gelman, A., Jones, G., Meng, X. L. (eds.) Handbook of Markov Chain Monte Carlo. Chapman and Hall/CRC, London/Boca Raton (2010).
    • (2010) Handbook of Markov Chain Monte Carlo
    • Neal, R.M.1
  • 13
    • 84950871099 scopus 로고
    • Accurate approximations for posterior moments and marginal densities
    • Tierney, L., Kadane, J. B.: Accurate approximations for posterior moments and marginal densities. J. Am. Stat. Assoc. 81, 82-86 (1986).
    • (1986) J. Am. Stat. Assoc. , vol.81 , pp. 82-86
    • Tierney, L.1    Kadane, J.B.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.