On Estimating Non-standard Discrete Distributions Using Adaptive MCMC Methods
2018 ◽
Vol 7
(3)
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pp. 1
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In this paper, we compare empirically the performance of some adaptive MCMC methods, that is, Adaptive Metropolis (AM) algorithm, Single Component Adaptive Metropolis (SCAM) algorithm and Delayed Rejection Adaptive Metropolis (DRAM) algorithm. The context is the simulation of non-standard discrete distributions. The performance criterion used is the precision of the frequency estimator. An application to a Bayesian hypothesis testing problem shows the superiority of the DRAM algorithm over the other considered sampling schemes.
1990 ◽
Vol 38
(10)
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pp. 1677-1686
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2013 ◽
Vol 248
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pp. 1-14
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Keyword(s):
2005 ◽
Vol 8
(2)
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pp. 235-250
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Keyword(s):
2012 ◽
Vol 201
(1)
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pp. 99-130
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2007 ◽
Vol 22
(7)
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pp. 966-977
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