On the Containment Condition for Adaptive Markov Chain Monte Carlo Algorithms Yan Bai∗, Gareth O. Roberts†,

Source URL: probability.ca

On the Applicability of Regenerative Simulation in Markov Chain Monte Carlo James P. Hobert1∗, Galin L. Jones2 , Brett Presnell1 , and Jeffrey S. Rosenthal3 1 Department of Statistics

Source URL: probability.ca

2009 Paper 4 Question 10 Mathematical Methods for Computer Science (a) Consider the Markov chain, Xn , on the states i = 0, 1, 2, . . . with transition matrix pi,i−1 = p

Source URL: www.cl.cam.ac.uk

Bayesian Probabilistic Matrix Factorization using Markov Chain Monte Carlo Ruslan Salakhutdinov Andriy Mnih

Source URL: www.cs.toronto.edu

CLUSTERCLUSTER: PARALLEL MARKOV CHAIN MONTE CARLO FOR DIRICHLET PROCESS MIXTURES By Dan Lovell, Jonathan Malmaud, Ryan P. Adams and Vikash K. Mansinghka arXiv:1304.2302v1 [stat.ML] 8 Apr 2013

Source URL: arxiv.org

Convergence rates of Markov chain Monte Carlo methods by: David Clement* 1. Introduction The following paper deals with the convergence rates of Markov Chain Monte Carlo (MCMC) algorithms. Section 2 provides a short revi

Source URL: probability.ca

SHOCKS AND GOVERNMENT BELIEFS: THE RISE AND FALL OF AMERICAN INFLATION THOMAS SARGENT, NOAH WILLIAMS, AND TAO ZHA A BSTRACT. We use a Bayesian Markov Chain Monte Carlo algorithm to estimate the parameters of a “true”

Source URL: www.ssc.wisc.edu

SOME MULTI-STEP COUPLING CONSTRUCTIONS FOR MARKOV CHAINS L.A. BREYER AND G.O. ROBERTS Abstract. We describe some old and new methods for coupling the flow of a discrete time Markov chain, provided its transition function

Source URL: www.lbreyer.com

Labor Market Entry and Earnings Dynamics: Bayesian Inference Using Mixtures-of-Experts Markov Chain Clustering Sylvia Fr¨ uhwirth-Schnatter∗ Christoph Pamminger†

Source URL: weber.vwl.uni-mannheim.de

Label Switch in Mixture Model and Relabeling Algorithm           Project for Reading Course Prepared by: Fanfu Xie, ZhengFei Chen Label Switch in Mixture Model and Relabeling Algorithm

Source URL: probability.ca

• Estimation theory
• Computational statistics
• Monte Carlo methods
• Bayesian statistics
• Mixture model
• Markov chain Monte Carlo
• Markov chain
• Mixture distribution
• Gibbs sampling
• Statistics
• Probability and statistics
• Markov models