Berg, Stephen; Song, Hyebin Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain. (English) Zbl 07783622 Ann. Stat. 51, No. 6, 2440-2470 (2023). MSC: 62G05 60J05 60J22 PDFBibTeX XMLCite \textit{S. Berg} and \textit{H. Song}, Ann. Stat. 51, No. 6, 2440--2470 (2023; Zbl 07783622) Full Text: DOI arXiv Link
Finke, Axel; Thiery, Alexandre H. Conditional sequential Monte Carlo in high dimensions. (English) Zbl 1521.65006 Ann. Stat. 51, No. 2, 437-463 (2023). MSC: 65C05 60J05 65C35 65C40 PDFBibTeX XMLCite \textit{A. Finke} and \textit{A. H. Thiery}, Ann. Stat. 51, No. 2, 437--463 (2023; Zbl 1521.65006) Full Text: DOI arXiv
Andrieu, Christophe; Lee, Anthony; Power, Sam; Wang, Andi Q. Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC. (English) Zbl 1505.65014 Ann. Stat. 50, No. 6, 3592-3618 (2022). MSC: 65C40 65C05 60J22 PDFBibTeX XMLCite \textit{C. Andrieu} et al., Ann. Stat. 50, No. 6, 3592--3618 (2022; Zbl 1505.65014) Full Text: DOI arXiv Link
Argiento, Raffaele; De Iorio, Maria Is infinity that far? A Bayesian nonparametric perspective of finite mixture models. (English) Zbl 07628835 Ann. Stat. 50, No. 5, 2641-2663 (2022). MSC: 62G07 62F15 65C05 PDFBibTeX XMLCite \textit{R. Argiento} and \textit{M. De Iorio}, Ann. Stat. 50, No. 5, 2641--2663 (2022; Zbl 07628835) Full Text: DOI arXiv
Sherlock, Chris; Thiery, Alexandre H.; Golightly, Andrew Efficiency of delayed-acceptance random walk metropolis algorithms. (English) Zbl 1478.60093 Ann. Stat. 49, No. 5, 2972-2990 (2021). MSC: 60F05 65C05 65C40 PDFBibTeX XMLCite \textit{C. Sherlock} et al., Ann. Stat. 49, No. 5, 2972--2990 (2021; Zbl 1478.60093) Full Text: DOI arXiv Link
Andrieu, Christophe; Livingstone, Samuel Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario. (English) Zbl 1489.65005 Ann. Stat. 49, No. 4, 1958-1981 (2021). MSC: 65C05 65C40 PDFBibTeX XMLCite \textit{C. Andrieu} and \textit{S. Livingstone}, Ann. Stat. 49, No. 4, 1958--1981 (2021; Zbl 1489.65005) Full Text: DOI arXiv Link
Durmus, Alain; Moulines, Éric; Saksman, Eero Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo. (English) Zbl 1460.65005 Ann. Stat. 48, No. 6, 3545-3564 (2020). MSC: 65C05 60J22 PDFBibTeX XMLCite \textit{A. Durmus} et al., Ann. Stat. 48, No. 6, 3545--3564 (2020; Zbl 1460.65005) Full Text: DOI Euclid
Qin, Qian; Hobert, James P. Convergence complexity analysis of Albert and Chib’s algorithm for Bayesian probit regression. (English) Zbl 1467.60053 Ann. Stat. 47, No. 4, 2320-2347 (2019). MSC: 60J05 65C05 PDFBibTeX XMLCite \textit{Q. Qin} and \textit{J. P. Hobert}, Ann. Stat. 47, No. 4, 2320--2347 (2019; Zbl 1467.60053) Full Text: DOI arXiv Euclid
Deligiannidis, George; Bouchard-Côté, Alexandre; Doucet, Arnaud Exponential ergodicity of the bouncy particle sampler. (English) Zbl 1467.60057 Ann. Stat. 47, No. 3, 1268-1287 (2019). MSC: 60J25 65C05 65C40 60F05 PDFBibTeX XMLCite \textit{G. Deligiannidis} et al., Ann. Stat. 47, No. 3, 1268--1287 (2019; Zbl 1467.60057) Full Text: DOI arXiv Euclid
Yang, Yun; Wainwright, Martin J.; Jordan, Michael I. On the computational complexity of high-dimensional Bayesian variable selection. (English) Zbl 1359.62088 Ann. Stat. 44, No. 6, 2497-2532 (2016). MSC: 62F15 62J07 62J05 60J10 65C05 65C40 65Y20 PDFBibTeX XMLCite \textit{Y. Yang} et al., Ann. Stat. 44, No. 6, 2497--2532 (2016; Zbl 1359.62088) Full Text: DOI arXiv
Sherlock, Chris; Thiery, Alexandre H.; Roberts, Gareth O.; Rosenthal, Jeffrey S. On the efficiency of pseudo-marginal random walk Metropolis algorithms. (English) Zbl 1326.65015 Ann. Stat. 43, No. 1, 238-275 (2015). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C05 65C40 60F05 60J05 60J10 60J22 60G50 PDFBibTeX XMLCite \textit{C. Sherlock} et al., Ann. Stat. 43, No. 1, 238--275 (2015; Zbl 1326.65015) Full Text: DOI arXiv Euclid
Johnson, Leif T.; Geyer, Charles J. Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm. (English) Zbl 1297.60052 Ann. Stat. 40, No. 6, 3050-3076 (2012); correction ibid. 41, No. 5, 2698 (2013). MSC: 60J22 60J05 65C05 PDFBibTeX XMLCite \textit{L. T. Johnson} and \textit{C. J. Geyer}, Ann. Stat. 40, No. 6, 3050--3076 (2012; Zbl 1297.60052) Full Text: DOI arXiv Euclid
Fort, G.; Moulines, E.; Priouret, P. Convergence of adaptive and interacting Markov chain Monte Carlo algorithms. (English) Zbl 1246.65003 Ann. Stat. 39, No. 6, 3262-3289 (2011). MSC: 65C05 60F05 62L10 65C40 60J05 93E35 PDFBibTeX XMLCite \textit{G. Fort} et al., Ann. Stat. 39, No. 6, 3262--3289 (2011; Zbl 1246.65003) Full Text: DOI arXiv Euclid
Buta, Eugenia; Doss, Hani Computational approaches for empirical Bayes methods and Bayesian sensitivity analysis. (English) Zbl 1231.62008 Ann. Stat. 39, No. 5, 2658-2685 (2011). MSC: 62C12 62F10 65C40 62F15 62J05 62F12 PDFBibTeX XMLCite \textit{E. Buta} and \textit{H. Doss}, Ann. Stat. 39, No. 5, 2658--2685 (2011; Zbl 1231.62008) Full Text: DOI arXiv
Wolpert, Robert L.; Clyde, Merlise A.; Tu, Chong Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels. (English) Zbl 1227.62030 Ann. Stat. 39, No. 4, 1916-1962 (2011). MSC: 62G08 62M40 62F15 62G07 65C05 42C40 PDFBibTeX XMLCite \textit{R. L. Wolpert} et al., Ann. Stat. 39, No. 4, 1916--1962 (2011; Zbl 1227.62030) Full Text: DOI arXiv
Chen, S.; Dick, J.; Owen, A. B. Consistency of Markov chain quasi-Monte Carlo on continuous state spaces. (English) Zbl 1225.65010 Ann. Stat. 39, No. 2, 673-701 (2011). Reviewer: R. E. Maiboroda (Kyïv) MSC: 65C05 65C40 62F15 60J22 PDFBibTeX XMLCite \textit{S. Chen} et al., Ann. Stat. 39, No. 2, 673--701 (2011; Zbl 1225.65010) Full Text: DOI arXiv
Douc, Randal; Robert, Christian P. A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms. (English) Zbl 1209.62023 Ann. Stat. 39, No. 1, 261-277 (2011). MSC: 62F10 60F05 60J22 62B10 65C40 65C60 62G05 PDFBibTeX XMLCite \textit{R. Douc} and \textit{C. P. Robert}, Ann. Stat. 39, No. 1, 261--277 (2011; Zbl 1209.62023) Full Text: DOI arXiv
Brockwell, Anthony; Del Moral, Pierre; Doucet, Arnaud Sequentially interacting Markov chain Monte Carlo methods. (English) Zbl 1251.65002 Ann. Stat. 38, No. 6, 3387-3411 (2010). MSC: 65C05 65C40 60J22 60J05 62F15 62M10 PDFBibTeX XMLCite \textit{A. Brockwell} et al., Ann. Stat. 38, No. 6, 3387--3411 (2010; Zbl 1251.65002) Full Text: DOI arXiv
Liang, Faming Trajectory averaging for stochastic approximation MCMC algorithms. (English) Zbl 1218.60064 Ann. Stat. 38, No. 5, 2823-2856 (2010). Reviewer: Martin Riedler (Wien) MSC: 60J22 65C05 PDFBibTeX XMLCite \textit{F. Liang}, Ann. Stat. 38, No. 5, 2823--2856 (2010; Zbl 1218.60064) Full Text: DOI arXiv
Flegal, James M.; Jones, Galin L. Batch means and spectral variance estimators in Markov chain Monte Carlo. (English) Zbl 1184.62161 Ann. Stat. 38, No. 2, 1034-1070 (2010). MSC: 62M15 60J22 65C05 PDFBibTeX XMLCite \textit{J. M. Flegal} and \textit{G. L. Jones}, Ann. Stat. 38, No. 2, 1034--1070 (2010; Zbl 1184.62161) Full Text: DOI arXiv
Kalogeropoulos, Konstantinos; Roberts, Gareth O.; Dellaportas, Petros Inference for stochastic volatility models using time change transformations. (English) Zbl 1189.91220 Ann. Stat. 38, No. 2, 784-807 (2010). Reviewer: Thomas Wakefield (Youngstown) MSC: 91G60 65C05 65C60 PDFBibTeX XMLCite \textit{K. Kalogeropoulos} et al., Ann. Stat. 38, No. 2, 784--807 (2010; Zbl 1189.91220) Full Text: DOI arXiv
Liang, Faming Improving SAMC using smoothing methods: Theory and applications to Bayesian model selection problems. (English) Zbl 1182.62162 Ann. Stat. 37, No. 5B, 2626-2654 (2009). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 62L20 62F15 65C40 65C05 60J22 65C60 PDFBibTeX XMLCite \textit{F. Liang}, Ann. Stat. 37, No. 5B, 2626--2654 (2009; Zbl 1182.62162) Full Text: DOI arXiv
Belloni, Alexandre; Chernozhukov, Victor On the computational complexity of MCMC-based estimators in large samples. (English) Zbl 1175.65015 Ann. Stat. 37, No. 4, 2011-2055 (2009). Reviewer: Jaromir Antoch (Praha) MSC: 65C60 65C05 62F15 65Y20 60G50 62M05 65C40 60J22 PDFBibTeX XMLCite \textit{A. Belloni} and \textit{V. Chernozhukov}, Ann. Stat. 37, No. 4, 2011--2055 (2009; Zbl 1175.65015) Full Text: DOI arXiv
Andrieu, Christophe; Roberts, Gareth O. The pseudo-marginal approach for efficient Monte Carlo computations. (English) Zbl 1185.60083 Ann. Stat. 37, No. 2, 697-725 (2009). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 60J22 60K35 PDFBibTeX XMLCite \textit{C. Andrieu} and \textit{G. O. Roberts}, Ann. Stat. 37, No. 2, 697--725 (2009; Zbl 1185.60083) Full Text: DOI arXiv
Jiang, Wenxin; Tanner, Martin A. Gibbs posterior for variable selection in high-dimensional classification and data mining. (English) Zbl 1274.62227 Ann. Stat. 36, No. 5, 2207-2231 (2008). MSC: 62F99 62J02 82-08 PDFBibTeX XMLCite \textit{W. Jiang} and \textit{M. A. Tanner}, Ann. Stat. 36, No. 5, 2207--2231 (2008; Zbl 1274.62227) Full Text: DOI arXiv
Cheng, Guang; Kosorok, Michael R. Higher order semiparametric frequentist inference with the profile sampler. (English) Zbl 1142.62030 Ann. Stat. 36, No. 4, 1786-1818 (2008). MSC: 62G20 62F25 62F12 65C40 62N01 PDFBibTeX XMLCite \textit{G. Cheng} and \textit{M. R. Kosorok}, Ann. Stat. 36, No. 4, 1786--1818 (2008; Zbl 1142.62030) Full Text: DOI arXiv
Chopin, Nicolas Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference. (English) Zbl 1079.65006 Ann. Stat. 32, No. 6, 2385-2411 (2004). Reviewer: R. E. Maiboroda (Kyïv) MSC: 65C05 62F15 60F05 62L10 PDFBibTeX XMLCite \textit{N. Chopin}, Ann. Stat. 32, No. 6, 2385--2411 (2004; Zbl 1079.65006) Full Text: DOI arXiv
Neal, Radford M. [Chen, Ming-Hui; Schmeiser, Bruce W.; Downs, Oliver B.; Mira, Antonietta; Roberts, Gareth O.; Skilling, John; MacKay, David J. C.; Walkers, S. G.] Slice sampling. (With discussions and rejoinder). (English) Zbl 1051.65007 Ann. Stat. 31, No. 3, 705-767 (2003). Reviewer: Jaromir Antoch (Praha) MSC: 65C60 65C05 62D05 65C40 PDFBibTeX XMLCite \textit{R. M. Neal}, Ann. Stat. 31, No. 3, 705--767 (2003; Zbl 1051.65007) Full Text: DOI
Kolassa, John E. Convergence and accuracy of Gibbs sampling for conditional distributions in generalized linear models. (English) Zbl 0932.62078 Ann. Stat. 27, No. 1, 129-142 (1999). MSC: 62J12 65C40 62E20 PDFBibTeX XMLCite \textit{J. E. Kolassa}, Ann. Stat. 27, No. 1, 129--142 (1999; Zbl 0932.62078) Full Text: DOI
Schapire, Robert E.; Freund, Yoav; Bartlett, Peter; Lee, Wee Sun Boosting the margin: a new explanation for the effectiveness of voting methods. (English) Zbl 0929.62069 Ann. Stat. 26, No. 5, 1651-1686 (1998). MSC: 62H30 65C60 68T05 PDFBibTeX XMLCite \textit{R. E. Schapire} et al., Ann. Stat. 26, No. 5, 1651--1686 (1998; Zbl 0929.62069) Full Text: DOI
Breiman, Leo Arcing classifiers. (With discussion). (English) Zbl 0934.62064 Ann. Stat. 26, No. 3, 801-849 (1998). MSC: 62H30 PDFBibTeX XMLCite \textit{L. Breiman}, Ann. Stat. 26, No. 3, 801--849 (1998; Zbl 0934.62064) Full Text: DOI
Brooks, Stephen P. MCMC convergence diagnosis via multivariate bounds on log-concave densities. (English) Zbl 0961.65002 Ann. Stat. 26, No. 1, 398-433 (1998). MSC: 65C05 62F15 65C60 65C40 60J22 PDFBibTeX XMLCite \textit{S. P. Brooks}, Ann. Stat. 26, No. 1, 398--433 (1998; Zbl 0961.65002) Full Text: DOI
Greenwood, Priscilla E.; McKeague, Ian W.; Wefelmeyer, Wolfgang Information bounds for Gibbs samplers. (English) Zbl 0927.62080 Ann. Stat. 26, No. 6, 2128-2156 (1998). MSC: 62M05 65C40 62G20 PDFBibTeX XMLCite \textit{P. E. Greenwood} et al., Ann. Stat. 26, No. 6, 2128--2156 (1998; Zbl 0927.62080) Full Text: DOI
Chen, Ming-Hui; Shao, Qi-Man On Monte Carlo methods for estimating ratios of normalizing constants. (English) Zbl 0936.62028 Ann. Stat. 25, No. 4, 1563-1594 (1997). MSC: 62F15 65C05 65C40 65C60 PDFBibTeX XMLCite \textit{M.-H. Chen} and \textit{Q.-M. Shao}, Ann. Stat. 25, No. 4, 1563--1594 (1997; Zbl 0936.62028) Full Text: DOI
Greenwood, Priscilla E.; McKeague, Ian W.; Wefelmeyer, Wolfgang Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields. (English) Zbl 0871.62083 Ann. Stat. 24, No. 4, 1433-1456 (1996). MSC: 62M40 60J05 65C99 62G20 62M05 PDFBibTeX XMLCite \textit{P. E. Greenwood} et al., Ann. Stat. 24, No. 4, 1433--1456 (1996; Zbl 0871.62083) Full Text: DOI