IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v49y1994i2p287-298.html
   My bibliography  Save this article

Convergence of Adaptive Direction Sampling

Author

Listed:
  • Roberts, G. O.
  • Gilks, W. R.

Abstract

We consider the convergence of adaptive direction sampling, concentrating mainly on a special case, the "snooker algorithm" for which a powerful irreducibility result can be proved under extremely mild regularity conditions.

Suggested Citation

  • Roberts, G. O. & Gilks, W. R., 1994. "Convergence of Adaptive Direction Sampling," Journal of Multivariate Analysis, Elsevier, vol. 49(2), pages 287-298, May.
  • Handle: RePEc:eee:jmvana:v:49:y:1994:i:2:p:287-298
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047-259X(84)71028-1
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. repec:jss:jstsof:07:i04 is not listed on IDEAS
    2. Emmanuel C. Mamatzakis & Mike G. Tsionas, 2020. "Revealing forecaster's preferences: A Bayesian multivariate loss function approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(3), pages 412-437, April.
    3. Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D., 2004. "Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods," Journal of Econometrics, Elsevier, vol. 123(2), pages 201-225, December.
    4. Ricardo S. Ehlers & Stephen P. Brooks, 2008. "Adaptive Proposal Construction for Reversible Jump MCMC," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(4), pages 677-690, December.
    5. Wang, Zhonglei, 2019. "Markov chain Monte Carlo sampling using a reservoir method," Computational Statistics & Data Analysis, Elsevier, vol. 139(C), pages 64-74.
    6. Tore Selland Kleppe, 2016. "Adaptive Step Size Selection for Hessian-Based Manifold Langevin Samplers," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(3), pages 788-805, September.
    7. Bo Hu & Yuan Ji & Kam-Wah Tsui, 2008. "Bayesian Estimation of Inverse Dose Response," Biometrics, The International Biometric Society, vol. 64(4), pages 1223-1230, December.
    8. Hoogerheide, L.F. & van Dijk, H.K. & van Oest, R.D., 2007. "Simulation based bayesian econometric inference: principles and some recent computational advances," Econometric Institute Research Papers EI 2007-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    9. Ross Corkrey & Tom A McMeekin & John P Bowman & David A Ratkowsky & June Olley & Tom Ross, 2014. "Protein Thermodynamics Can Be Predicted Directly from Biological Growth Rates," PLOS ONE, Public Library of Science, vol. 9(5), pages 1-15, May.
    10. Rigat, F. & Mira, A., 2012. "Parallel hierarchical sampling: A general-purpose interacting Markov chains Monte Carlo algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1450-1467.
    11. Takefumi Yamazaki, 2018. "Financial friction sources in emerging economies: Structural estimation of sovereign default models," Discussion papers ron303, Policy Research Institute, Ministry of Finance Japan.
    12. Hu, Bo & Tsui, Kam-Wah, 2010. "Distributed evolutionary Monte Carlo for Bayesian computing," Computational Statistics & Data Analysis, Elsevier, vol. 54(3), pages 688-697, March.
    13. Mbalawata, Isambi S. & Särkkä, Simo & Vihola, Matti & Haario, Heikki, 2015. "Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter," Computational Statistics & Data Analysis, Elsevier, vol. 83(C), pages 101-115.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:49:y:1994:i:2:p:287-298. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.