339 citations · 551 across the 39 of their papers we have counts for
4 papers · 1 filter
Asymptotics of Monte Carlo maximum likelihood estimators
Blazej Miasojedow, Wojciech Niemiro, Jan Palczewski +1
We describe Monte Carlo approximation to the maximum likelihood estimator in models with intractable norming constants and explanatory variables. We consider both sources of random…
Adaptive Monte Carlo Maximum Likelihood
Blazej Miasojedow, Wojciech Niemiro, Jan Palczewski +1
We consider Monte Carlo approximations to the maximum likelihood estimator in models with intractable norming constants. This paper deals with adaptive Monte Carlo algorithms, whic…
State dependent swap strategies and adaptive adjusting of number of temperatures in Parallel Tempering algorithms
Mateusz Krzysztof Łącki, Błażej Miasojedow
In this paper we present extensions to the original adaptive parallel tempering algorithm. Two different approaches are presented. In the first one we introduce state-dependent str…
Metropolis-type algorithms for Continuous Time Bayesian Networks
Blazej Miasojedow, Wojciech Niemiro, John Noble +1
We present a Metropolis-Hastings Markov chain Monte Carlo (MCMC) algorithm for detecting hidden variables in a continuous time Bayesian network (CTBN), which uses reversible jumps…