Monte Carlo algorithsm for Bayesian inference

Monte Carlo algorithsm for Bayesian inference

<p>This thesis addresses several issues appearing in Bayesian statistics. Firstly, computations for approximating Bayesian posteriors are often performed using Markov chain Monte Carlo (MCMC) methods. However, standard MCMC algorithms tend to perform poorly when the posterior distribution has...

Полное описание

Библиографические подробности
Главный автор:	Pompe, E
Другие авторы:	Holmes, C
Формат:	Диссертация
Язык:	English
Опубликовано:	2021

Схожие документы

Markov chain Monte Carlo : stochastic simulation for Bayesian inference /
по: 360681 Gamerman, Dani, и др.
Опубликовано: (2006)

Measuring diachronic sense change: new models and Monte Carlo methods for Bayesian inference
по: Zafar, S, и др.
Опубликовано: (2022)

Sequential Monte Carlo methods for demographic inference
по: Henderson, D
Опубликовано: (2017)

Comparing two sequential Monte Carlo samplers for exact and approximate Bayesian inference on biological models
по: Daly, A, и др.
Опубликовано: (2017)

On sequential Monte Carlo sampling methods for Bayesian filtering
по: Doucet, A, и др.
Опубликовано: (2000)

Bayesian inverse problems with Monte Carlo forward models
по: Bal, Guillaume, и др.
Опубликовано: (2013)

An introduction to Monte Carlo methods for Bayesian data analysis
по: Andrieu, C, и др.
Опубликовано: (2001)

Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes
по: Warne, D, и др.
Опубликовано: (2022)

Monte Carlo Methods for Motion Planning and Goal Inference
по: Kondic, Jovana
Опубликовано: (2024)

Perceptual multistability as Markov Chain Monte Carlo inference
по: Gershman, Samuel J., и др.
Опубликовано: (2017)

Monte Carlo inference and maximization for phrase−based translation
по: Arun, A, и др.
Опубликовано: (2009)

An adaptive sequential Monte Carlo method for approximate Bayesian computation
по: Del Moral, P, и др.
Опубликовано: (2012)

An adaptive sequential Monte Carlo method for approximate Bayesian computation
по: Del Moral, P, и др.
Опубликовано: (2011)

Multifidelity approximate Bayesian computation with sequential Monte Carlo parameter sampling
по: Prescott, TP, и др.
Опубликовано: (2021)

Variational, Monte Carlo and policy-based approaches to Bayesian experimental design
по: Foster, AE
Опубликовано: (2021)

Bayesian mixture modelling in geochronology via Markov chain Monte Carlo
по: Jasra, A, и др.
Опубликовано: (2006)

Fast maximum a posteriori inference in Monte Carlo state spaces
по: Klaas, M, и др.
Опубликовано: (2005)

Relativistic Monte Carlo
по: Lu, X, и др.
Опубликовано: (2017)

Monte Carlo methods /
по: 219862 Hammersley, John Michael, и др.
Опубликовано: (1964)

Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling
по: Jasra, A, и др.
Опубликовано: (2005)

Multilevel Markov chain Monte Carlo for Bayesian inverse problem for Navier-Stokes equation
по: Yang, Juntao, и др.
Опубликовано: (2023)

Improving Bayesian analysis for LISA Pathfinder using an efficient Markov Chain Monte Carlo method
по: Ferraioli, L, и др.
Опубликовано: (2014)

Inference for Levy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo
по: Jasra, A, и др.
Опубликовано: (2011)

Nonparametric Hamiltonian Monte Carlo
по: Mak, C, и др.
Опубликовано: (2021)

Sequential Monte Carlo in sequence
по: Nur Nabihah Rusyda, Roslan, и др.
Опубликовано: (2022)

Monte Carlo Experimentation in Econometrics.
по: Hendry, D
Опубликовано: (1984)

Sequential Monte Carlo samplers
по: Del Moral, P, и др.
Опубликовано: (2006)

Controlled sequential Monte Carlo
по: Heng, J, и др.
Опубликовано: (2020)

Sequential Monte Carlo with transformations
по: Everitt, RG, и др.
Опубликовано: (2019)

Vibrato Monte Carlo sensitivities.
по: Giles, M
Опубликовано: (2007)

Vibrato Monte Carlo sensitivities
по: Giles, M
Опубликовано: (2009)

Multilevel Monte Carlo methods
по: Giles, M
Опубликовано: (2015)

Kernel sequential Monte Carlo
по: Schuster, I, и др.
Опубликовано: (2017)

Amortized Monte Carlo integration
по: Goliński, A, и др.
Опубликовано: (2019)

On nesting Monte Carlo estimators
по: Rainforth, T, и др.
Опубликовано: (2019)

Simulation and the monte carlo method /
по: 296842 Rubinstein, Reuven Y., и др.
Опубликовано: (2008)

Simulation and the Monte Carlo method /
по: 296842 Rubinstein, Reuven Y.
Опубликовано: (1981)

Reversible jump Markov chain Monte Carlo strategies for Bayesian model selection in autoregressive processes
по: Vermaak, J, и др.
Опубликовано: (2004)

Monte Carlo variational auto-encoders
по: Thin, A, и др.
Опубликовано: (2021)

Annealed Flow Transport Monte Carlo
по: Arbel, M, и др.
Опубликовано: (2021)