A Monte Carlo integration approach to estimating drift and minorization coefficients for Metropolis–Hastings samplers
DA Spade - Brazilian Journal of Probability and Statistics, 2021 - projecteuclid.org
Bayesian statistical methodology has become highly popular in a myriad of applications
over the past several decades. In Bayesian statistics, it is often required to draw samples …
over the past several decades. In Bayesian statistics, it is often required to draw samples …
Estimating drift and minorization coefficients for Gibbs sampling algorithms
DA Spade - Monte Carlo Methods and Applications, 2021 - degruyter.com
Gibbs samplers are common Markov chain Monte Carlo (MCMC) algorithms that are used to
sample from intractable probability distributions when sampling directly from full conditional …
sample from intractable probability distributions when sampling directly from full conditional …
[PDF][PDF] Approximate verification of geometric ergodicity for multiple-step Metropolis transition kernels
D Spade - Hacettepe Journal of Mathematics and Statistics, 2022 - dergipark.org.tr
In many applications involving discrete time Markov chains, the autocorrelation between
states corresponding to nearby time points is too high to use all of these states as part of an …
states corresponding to nearby time points is too high to use all of these states as part of an …