Metropolis–Hastings algorithm

Results: 79



#Item
1Markov models / Markov chain Monte Carlo / Computational statistics / Markov processes / Markov chain / Metropolis–Hastings algorithm / Rejection sampling / Mixture model / Random walk / Statistics / Probability and statistics / Monte Carlo methods

Distributed and Adaptive Darting Monte Carlo through Regenerations Sungjin Ahn Department of Computer Science University of California, Irvine Irvine, CA, USA

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Source URL: www.ics.uci.edu

Language: English - Date: 2013-04-11 10:50:54
2Computational statistics / Stochastic optimization / Statistical mechanics / Estimation theory / Markov chain Monte Carlo / Langevin dynamics / Stochastic approximation / Metropolis–Hastings algorithm / Mixture model / Statistics / Probability and statistics / Monte Carlo methods

Bayesian Learning via Stochastic Gradient Langevin Dynamics

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Source URL: www.ics.uci.edu

Language: English - Date: 2011-05-21 11:48:52
3Mathematics / Mathematical optimization / Bayesian statistics / Algorithm / Mathematical logic / Theoretical computer science / Genetic algorithm / Estimation theory / Credible interval / Statistics / Statistical inference / Applied mathematics

A STUDY INTO THE EFFECT OF DIFFERENT FORMULATIONS OF THE METROPOLIS-HASTINGS ALGORITHM IN ESTIMATING MODEL PARAMETERS AND ERRORS Edmund Ryan*, Mat Williams**, Shaun Quegan* *Department of Applied Mathematics, University

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Source URL: www.nceo.ac.uk

Language: English - Date: 2013-05-09 14:08:40
4Markov processes / Bayesian statistics / Graphical models / Statistical models / Markov chain / Bayesian network / Metropolis–Hastings algorithm / GI / Markov property / Statistics / Markov models / Probability and statistics

Static Bayesian networks Genetische Netzwerke SommersemesterNODES

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Source URL: www.statistik.tu-dortmund.de

Language: English - Date: 2009-05-20 05:34:19
5Stochastic processes / Markov models / Markov chain Monte Carlo / Theoretical computer science / Metropolis–Hastings algorithm / Random walk / Algorithm / Normal distribution / Convergence of random variables / Statistics / Probability and statistics / Monte Carlo methods

Scaling Limits for the Transient Phase of Local Metropolis-Hastings Algorithms by Ole F. Christensen* and

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Source URL: probability.ca

Language: English - Date: 2006-10-04 20:54:37
6Monte Carlo methods / Markov chain Monte Carlo / Statistical mechanics / Bayesian inference / Statistical inference / Normal distribution / Metropolis–Hastings algorithm / Marginal likelihood / Variational Bayesian methods / Statistics / Probability and statistics / Bayesian statistics

Copyright Cambridge University PressOn-screen viewing permitted. Printing not permitted. http://www.cambridge.orgYou can buy this book for 30 pounds or $50. See http://www.inference.phy.cam.ac.uk/macka

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Source URL: www.cs.toronto.edu

Language: English - Date: 2004-09-18 13:29:32
7Probability and statistics / Markov chain / Probability theory / Metropolis–Hastings algorithm / Detailed balance / Harris chain / Statistics / Markov models / Markov processes

PDF Document

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Source URL: people.math.aau.dk

Language: English - Date: 2009-10-20 08:16:05
8Monte Carlo methods / Markov chain Monte Carlo / Stochastic processes / Markov processes / Markov chain / Ergodicity / Metropolis–Hastings algorithm / Mixing / Gibbs sampling / Statistics / Probability and statistics / Markov models

Markov chain Monte Carlo: Some practical implications of theoretical results by Gareth O. Roberts* and

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Source URL: probability.ca

Language: English - Date: 2006-10-04 20:52:08
9Estimation theory / Normal distribution / Central limit theorem / Metropolis–Hastings algorithm / Markov chain / Estimator / Variance / Wiener process / Principal component analysis / Statistics / Statistical inference / Data analysis

Submitted to the Annals of Statistics ON THE EFFICIENCY OF PSEUDO-MARGINAL RANDOM WALK METROPOLIS ALGORITHMS By Chris Sherlock, Alexandre H. Thiery, Gareth O. Roberts, and Jeffrey S. Rosenthal

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Source URL: probability.ca

Language: English - Date: 2014-10-02 19:03:26
10Stochastic processes / Markov chain Monte Carlo / Markov processes / Jeffrey S. Rosenthal / Markov chain / Metropolis–Hastings algorithm / Random walk / Stochastic / Gibbs sampling / Statistics / Markov models / Monte Carlo methods

CURRICULUM VITAE Jeffrey S. Rosenthal (Last updated April 16, BIOGRAPHICAL INFORMATION: Personal:

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Source URL: www.probability.ca

Language: English - Date: 2015-04-16 10:11:05
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