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Keywords
(2)
Monte Carlo
Scientific Computing
Related Publications
(79)
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Monte carlo strategies in scientific computing
Monte carlo strategies in scientific computing,J. S. Liu
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Monte carlo strategies in scientific computing
(
Citations: 912
)
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J. S. Liu
Published in 2001.
Cumulative
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Citation Context
(488)
...For a given quantity of interest τ=
h
(
θ
), we may approximate the effective sample size
E
_{G}
of these local updates up to first order by where
N
is the number of MCMC iterations and η is the lag1 autocorrelation of τ: η=cor(τ
^{(t)}
, τ
^{(t+1)}
) (see for instance Liu,
2001
, Section 5...
S. C. Kou
,
et al.
A Multiresolution Method for Parameter Estimation of Diffusion Process...
...Such criteria (ESS and processing time) were also used in Girolami and Calderhead (
2011
) (Liu,
2001
, for more details on ESS)...
Ke Yuan
,
et al.
Markov Chain Monte Carlo Methods for StateSpace Models with Point Pro...
..., Liu,
2001
)...
Demetris Lamnisos
,
et al.
Adaptive Monte Carlo for Bayesian Variable Selection in Regression Mod...
...,
...
Laura Trotta
,
et al.
Global Analysis of Dynamical DecisionMaking Models through Local Comp...
...The temperature ladder for the parallel chains is set so that the exchange move is accepted about half of the time as suggested by Liu
13
...
Athanassios Petralias
,
et al.
An MCMC model search algorithm for regression problems
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Citations
(912)
A Multiresolution Method for Parameter Estimation of Diffusion Processes
S. C. Kou
,
Benjamin P. Olding
,
Martin Lysy
,
Jun S. Liu
Journal:
Journal of The American Statistical Association  J AMER STATIST ASSN
, vol. justaccep, no. justaccep, 2012
Markov Chain Monte Carlo Methods for StateSpace Models with Point Process Observations
Ke Yuan
,
Mark Girolami
,
Mahesan Niranjan
Journal:
Neural Computation  NECO
, vol. 24, no. 6, pp. 14621486, 2012
Adaptive Monte Carlo for Bayesian Variable Selection in Regression Models
Demetris Lamnisos
,
Jim E. Griffin
,
Mark F. J. Steel
Journal:
Journal of Computational and Graphical Statistics  J COMPUT GRAPH STAT
, vol. justaccep, no. justaccep, 2012
Global Analysis of Dynamical DecisionMaking Models through Local Computation around the Hidden Saddle
Laura Trotta
,
Eric Bullinger
,
Rodolphe Sepulchre
Journal:
PLOS One
, vol. 7, no. 3, 2012
An MCMC model search algorithm for regression problems
Athanassios Petralias
,
Petros Dellaportas
Journal:
Journal of Statistical Computation and Simulation  J STAT COMPUT SIM
, vol. aheadofp, no. aheadofp, pp. 119, 2012