Markov Chain Monte Carlo Algorithms for Bayesian Computation, a Survey and Some Generalisation

2020 ◽  
pp. 89-119
Author(s):  
Wu Changye ◽  
Christian P. Robert
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Bayesian Computation ◽  
Monte Carlo Algorithms

scholarly journals Convergence of adaptive and interacting Markov chain Monte Carlo algorithms

2011 ◽  
Vol 39 (6) ◽  
pp. 3262-3289 ◽  
Author(s):  
G. Fort ◽  
E. Moulines ◽  
P. Priouret
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Monte Carlo Algorithms

scholarly journals Efficient Bayesian Computation by Proximal Markov Chain Monte Carlo: When Langevin Meets Moreau

2018 ◽  
Vol 11 (1) ◽  
pp. 473-506 ◽  
Author(s):  
Alain Durmus ◽  
Éric Moulines ◽  
Marcelo Pereyra
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Bayesian Computation
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