64 citations · 192 across the 29 of their papers we have counts for
5 papers · 1 filter
On Gibbs Sampling for Structured Bayesian Models Discussion of paper by Zanella and Roberts
Xiaodong Yang, Jun S. Liu
This article is a discussion of Zanella and Roberts' paper: Multilevel linear models, gibbs samplers and multigrid decompositions. We consider several extensions in which the multi…
Convergence Rate of Multiple-try Metropolis Independent sampler
Xiaodong Yang, Jun S. Liu
The Multiple-try Metropolis (MTM) method is an interesting extension of the classical Metropolis-Hastings algorithm. However, theoretical understandings of its convergence behavior…
Monte Carlo Approximation of Bayes Factors via Mixing with Surrogate Distributions
Chenguang Dai, Jun S. Liu
By mixing the target posterior distribution with a surrogate distribution, of which the normalizing constant is tractable, we propose a method for estimating the marginal likelihoo…
The Wang-Landau Algorithm as Stochastic Optimization and Its Acceleration
Chenguang Dai, Jun S. Liu
We show that the Wang-Landau algorithm can be formulated as a stochastic gradient descent algorithm minimizing a smooth and convex objective function, of which the gradient is esti…
Locally weighted Markov chain Monte Carlo
Espen Bernton, Shihao Yang, Yang Chen +2
We propose a weighting scheme for the proposals within Markov chain Monte Carlo algorithms and show how this can improve statistical efficiency at no extra computational cost. Thes…