384 citations · 1.2k across the 34 of their papers we have counts for
35 papers
When to take one box, when to take two: A concrete analysis of Newcomb's problem
Radford M. Neal
Fifty-seven years of debate have not led to a consensus on Newcomb's problem. I argue that this failure comes from not viewing the problem in concrete terms, for which common-sense…
Modifying Gibbs sampling to avoid self transitions
Radford M. Neal
Gibbs sampling repeatedly samples from the conditional distribution of one variable, x_i, given other variables, either choosing i randomly, or updating sequentially using some sys…
Efficiency of reversible MCMC methods: elementary derivations and applications to composite methods
Radford M. Neal, Jeffrey S. Rosenthal
We review criteria for comparing the efficiency of Markov chain Monte Carlo (MCMC) methods with respect to the asymptotic variance of estimates of expectations of functions of stat…
Non-reversibly updating a uniform [0,1] value for Metropolis accept/reject decisions
Radford M. Neal
I show how it can be beneficial to express Metropolis accept/reject decisions in terms of comparison with a uniform [0,1] value, u, and to then update u non-reversibly, as part of…
Circularly-Coupled Markov Chain Sampling
Radford M. Neal
I show how to run an N-time-step Markov chain simulation in a circular fashion, so that the state at time 0 follows the state at time N-1 in the same way as states at times t follo…
Sampling latent states for high-dimensional non-linear state space models with the embedded HMM method
Alexander Y. Shestopaloff, Radford M. Neal
We propose a new scheme for selecting pool states for the embedded Hidden Markov Model (HMM) Markov Chain Monte Carlo (MCMC) method. This new scheme allows the embedded HMM method…