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Constructing optimal transition matrix for Markov chain Monte Carlo

  • Published:2015-12 Issue: Volume:487 Page:184-202
  • ISSN:0024-3795
  • Container-title:Linear Algebra and its Applications
  • language:en
  • Short-container-title:Linear Algebra and its Applications

Author:

Wu Sheng-Jhih,Chu Moody T.

Funder

National Science Foundation

Publisher

Elsevier BV

Subject

Discrete Mathematics and Combinatorics,Geometry and Topology,Numerical Analysis,Algebra and Number Theory

Reference29 articles.

1. A tutorial on adaptive MCMC;Andrieu;Stat. Comput.,2008

2. Handbook of Markov chain Monte Carlo;Brooks,2011

3. On the optimal transition matrix for Markov chain Monte Carlo sampling;Chen;SIAM J. Control Optim.,2012

4. Accelerating reversible Markov chains;Chen;Statist. Probab. Lett.,2013

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2. A Tale of HodgeRank and Spectral Method: Target Attack Against Rank Aggregation Is the Fixed Point of Adversarial Game;IEEE Transactions on Pattern Analysis and Machine Intelligence;2022

3. Markov Chain Monte Carlo Method for the Modeling of Posture Changes Prior to Calving;2021 IEEE 3rd Global Conference on Life Sciences and Technologies (LifeTech);2021-03-09

4. Sampling and Statistical Physics via Symmetry;Springer Proceedings in Mathematics & Statistics;2021

5. Driving Markov Chains to Desired Equilibria via Linear Programming;2019 53rd Asilomar Conference on Signals, Systems, and Computers;2019-11
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