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The Polya Tree Sampler: Toward Efficient and Automatic Independent Metropolis-Hastings Proposals
(AMER STATISTICAL ASSOC, 2011)
We present a simple, efficient, and computationally cheap sampling method for exploring an unnormalized multivariate density on R-d, such as a posterior density, called the Polya tree sampler. The algorithm constructs an ...
Comparação de estratégias de geração de propostas no algoritmo Metropolis-Hastings para um modelo Poisson log-linear
(Universidade Federal de Minas GeraisUFMG, 2016-02-26)
The Markov Chain Monte Carlo methods (MCMC) are a class of simulation algorithms widely used in Bayesian inference to indirectly draw samples from the posterior distribution, which is known up to a constant of proportionality. ...
Monte Carlo EM with importance reweighting and its applications in random effects models
(ELSEVIER SCIENCE BV, 1999)
In this paper we propose a new Monte Carlo EM algorithm to compute maximum likelihood estimates in the context of random effects models. The algorithm involves the construction of efficient sampling distributions for the ...
Numerical simulations of the o(3) and cp1 models using the langevin-equations and the metropolis algorithm
(American Physical Soc, 1990-01-15)
Numerical simulations of the o(3) and cp1 models using the langevin-equations and the metropolis algorithm
(American Physical Soc, 1990-01-15)
Adaptmh: adaptive metropolis in r
(2015)
Algorithms that use Monte Carlo Markov Chains methods (MCMC) are widely used in Bayesian statistics
for sampling from posterior distributions. In practice, many times is highly complicated sampling from
these distributions ...
Introdução ao método Monte Carlo: exemplos de aplicação
(Universidade Federal de Santa MariaCentro de Ciências Naturais e Exatas, 2007-03-08)
In the present work, we study the Monte Carlo method in an introductory level. This method has been applied in models and systems whose results are known to compare with ours results. In the first part of this work, some ...
Análise bayesiana do modelo de herança monogênica no melhoramento vegetal: um exemplo com abobrinhaBayesian analisys of monogenic inheritance model in plant breeding: a case study with zucchini
(Editora da Universidade Federal de Lavras, 2009)