64 citations · 96 across the 8 of their papers we have counts for
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stat.CO2019
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…
stat.CO2019
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…
stat.CO2015★ 4 cited
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…