On the computational complexity of MCMC-based estimators in large samples

On the computational complexity of MCMC-based estimators in large samples

Show other versions (1)

February 23, 2007

Bibliographic Details
Main Authors:	Belloni, Alexandre, Chernozhukov, Victor
Other Authors:	Massachusetts Institute of Technology. Dept. of Economics
Format:	Working Paper
Published:	Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics 2011
Online Access:	http://hdl.handle.net/1721.1/63978

Similar Items

On the computational complexity of MCMC-based estimators in large samples
by: Belloni, Alexandre, et al.
Published: (2013)

An MCMC approach to classical estimation
by: Chernozhukov, Victor, et al.
Published: (2011)

Post-[script l]\2081-penalized estimators in high-dimensional linear regression models
by: Belloni, Alexandre, et al.
Published: (2011)

Model selection by MCMC computation
by: Andrieu, C, et al.
Published: (2001)

Pivotal estimation via square-root Lasso in nonparametric regression
by: Belloni, Alexandre, et al.
Published: (2015)

Complexity analysis of accelerated MCMC methods for Bayesian inversion
by: Hoang, Viet Ha., et al.
Published: (2014)

Localization for MCMC: sampling high-dimensional posterior distributions with local structure
by: Morzfeld, M., et al.
Published: (2019)

Least Squares after Model Selection in High-Dimensional Sparse Models
by: Belloni, Alexandre, et al.
Published: (2011)

L1-Penalized Quantile Regression in High Dimensional Sparse Models
by: Chernozhukov, Victor, et al.
Published: (2011)

Posterior inference in curved exponential families under increasing dimensions
by: Belloni, Alexandre, et al.
Published: (2011)

High Dimensional Sparse Econometric Models: An Introduction
by: Belloni, Alexandre, et al.
Published: (2011)

Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework
by: Belloni, Alexandre, et al.
Published: (2019)

Conditional Quantile Processes Based on Series or Many Regressors
by: Belloni, Alexandre, et al.
Published: (2011)

Least Squares After Model Selection in High-dimensional Sparse Models
by: Belloni, Alexandre, et al.
Published: (2012)

Posterior inference in curved exponential families under increasing dimensions
by: Belloni, Alexandre, et al.
Published: (2018)

ℓ[subscript 1]-penalized quantile regression in high-dimensional sparse models
by: Belloni, Alexandre, et al.
Published: (2013)

ℓ1-penalized quantile regression in high-dimensional sparse models
by: Belloni, Alexandre, et al.
Published: (2013)

High Dimensional Sparse Econometric Models: An Introduction
by: Belloni, Alexandre, et al.
Published: (2012)

MCMC diminta sedia laporan
by: Ali, Suraya
Published: (2023)

On the Parallelization of MCMC for Community Detection
by: Wanye, Frank, et al.
Published: (2023)

Lasso Methods for Gaussian Instrumental Variables Models
by: Belloni, Alexandre, et al.
Published: (2011)

Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming
by: Belloni, Alexandre, et al.
Published: (2011)

Inference on Treatment Effects after Selection amongst High-Dimensional Controls
by: Belloni, Alexandre, et al.
Published: (2012)

MCMC estimation for the p(2) network regression model with crossed random effects.
by: Zijlstra, B, et al.
Published: (2009)

Five varsities get MCMC grants
by: The Sun,
Published: (2014)

Dimension-independent likelihood-informed MCMC
by: Law, Kody J.H., et al.
Published: (2018)

Sequential MCMC for Bayesian model selection
by: Andrieu, C, et al.
Published: (1999)

Accelerating Asymptotically Exact MCMC for Computationally Intensive Models via Local Approximations
by: Conrad, Patrick R., et al.
Published: (2015)

Hierarchical Bayesian estimation for stationary autoregressive models using reversible jump MCMC algorithm
by: Suparman, S., et al.
Published: (2018)

Joint Bayesian model selection and estimation of noisy sinusoids via reversible jump MCMC
by: Andrieu, C, et al.
Published: (1999)

High-Dimensional Methods and Inference on Structural and Treatment Effects
by: Belloni, Alexandre, et al.
Published: (2015)

Post-Selection Inference for Generalized Linear Models With Many Controls
by: Belloni, Alexandre, et al.
Published: (2018)

Conditional quantile processes based on series or many regressors
by: Belloni, Alexandre, et al.
Published: (2019)

Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
by: Belloni, Alberto, et al.
Published: (2018)

UPM terima Anugerah Rakan Strategik MCMC
by: Juferi, Noor Eszereen
Published: (2023)

Parallel Local Approximation MCMC for Expensive Models
by: Conrad, Patrick Raymond, et al.
Published: (2019)

Parallel and distributed MCMC inference using Julia
by: Yu, Angel
Published: (2018)

Intracluster Moves for Constrained Discrete−Space MCMC
by: Hamze, F, et al.
Published: (2010)

Geometric MCMC for infinite-dimensional inverse problems
by: Beskos, A, et al.
Published: (2016)

Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain
by: Belloni, Alexandre, et al.
Published: (2011)