Reflections on Bayesian inference and Markov chain Monte Carlo

被引:4
|
作者
Craiu, Radu, V [1 ]
Gustafson, Paul [2 ]
Rosenthal, Jeffrey S. [1 ]
机构
[1] Univ Toronto, Dept Stat Sci, Toronto, ON, Canada
[2] Univ British Columbia, Dept Stat, Vancouver, BC, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
Bayesian inference; Markov chain Monte Carlo; CONVERGENCE-RATES; PARALLEL; COMPUTATION; BOUNDS; COMPLEXITY; SAMPLER; MCMC;
D O I
10.1002/cjs.11707
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Bayesian inference and Markov chain Monte Carlo methods are vigorous areas of statistical research. Here we reflect on some recent developments and future directions in these fields.
引用
收藏
页码:1213 / 1227
页数:15
相关论文
共 50 条
  • [41] Adaptive Markov Chain Monte Carlo for Bayesian Variable Selection
    Ji, Chunlin
    Schmidler, Scott C.
    [J]. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2013, 22 (03) : 708 - 728
  • [42] A Bayesian Markov chain Monte Carlo solution of the bilinear problem
    Ochs, AF
    Stoyanova, RS
    Brown, TR
    Rooney, WD
    Springer, CS
    [J]. BAYESIAN INFERENCE AND MAXIMUM ENTROPY METHODS IN SCIENCE AND ENGINEERING, 2001, 567 : 274 - 284
  • [43] Computation in Bayesian econometrics: An introduction to Markov chain Monte Carlo
    Albert, J
    Chib, S
    [J]. ADVANCES IN ECONOMETRICS, 1996, 11 : 3 - 24
  • [44] Challenges in Markov Chain Monte Carlo for Bayesian Neural Networks
    Papamarkou, Theodore
    Hinkle, Jacob
    Young, M. Todd
    Womble, David
    [J]. STATISTICAL SCIENCE, 2022, 37 (03) : 425 - 442
  • [45] Zero variance Markov chain Monte Carlo for Bayesian estimators
    Mira, Antonietta
    Solgi, Reza
    Imparato, Daniele
    [J]. STATISTICS AND COMPUTING, 2013, 23 (05) : 653 - 662
  • [46] Introduction: Bayesian models and Markov chain Monte Carlo methods
    Thomas, DC
    [J]. GENETIC EPIDEMIOLOGY, 2001, 21 : S660 - S661
  • [47] Application of Markov chain Monte carlo method in Bayesian statistics
    Zhao, Qi
    [J]. 2016 INTERNATIONAL CONFERENCE ON ELECTRONIC, INFORMATION AND COMPUTER ENGINEERING, 2016, 44
  • [48] MARKOV CHAIN MONTE CARLO INFERENCE FOR PROBABILISTIC LATENT TENSOR FACTORIZATION
    Simsekli, Umut
    Cemgil, A. Taylan
    [J]. 2012 IEEE INTERNATIONAL WORKSHOP ON MACHINE LEARNING FOR SIGNAL PROCESSING (MLSP), 2012,
  • [49] Soft Evidential Update via Markov Chain Monte Carlo Inference
    Jain, Dominik
    Beetz, Michael
    [J]. KI 2010: ADVANCES IN ARTIFICIAL INTELLIGENCE, 2010, 6359 : 280 - 290
  • [50] On the inference of complex phylogenetic networks by Markov Chain Monte-Carlo
    Rabier, Charles-Elie
    Berry, Vincent
    Stoltz, Marnus
    Santos, Joao D.
    Wang, Wensheng
    Glaszmann, Jean-Christophe
    Pardi, Fabio
    Scornavacca, Celine
    Kosakovsky Pond, Sergei L.
    Noble, William Stafford
    Kosakovsky Pond, Sergei L.
    Noble, William Stafford
    Kosakovsky Pond, Sergei L.
    Noble, William Stafford
    [J]. PLOS COMPUTATIONAL BIOLOGY, 2021, 17 (09)