Markov chain Monte Carlo Using an Approximation
Top Cited Papers
- 1 December 2005
- journal article
- Published by Taylor & Francis in Journal of Computational and Graphical Statistics
- Vol. 14 (4) , 795-810
- https://doi.org/10.1198/106186005x76983
Abstract
This article presents a method for generating samples from an unnormalized posterior distribution f(·) using Markov chain Monte Carlo (MCMC) in which the evaluation of f(·) is very difficult or com...Keywords
This publication has 16 references indexed in Scilit:
- Markov Chain Monte Carlo Methods for High Dimensional Inversion in Remote SensingJournal of the Royal Statistical Society Series B: Statistical Methodology, 2004
- Bayesian Analysis of the Scatterometer Wind Retrieval Inverse Problem: Some New ApproachesJournal of the Royal Statistical Society Series B: Statistical Methodology, 2004
- Bayesian Inversion of Geoelectrical Resistivity DataJournal of the Royal Statistical Society Series B: Statistical Methodology, 2003
- Delayed rejection in reversible jump Metropolis-HastingsBiometrika, 2001
- Statistical inversion and Monte Carlo sampling methods in electrical impedance tomographyInverse Problems, 2000
- Optical tomography in medical imagingInverse Problems, 1999
- Bayesian Image Analysis With Markov Chain Monte Carlo and Coloured Continuum Triangulation ModelsJournal of the Royal Statistical Society Series B: Statistical Methodology, 1998
- A note on Metropolis-Hastings kernels for general state spacesThe Annals of Applied Probability, 1998
- Inverse Obstacle Scattering Using Reduced DataSIAM Journal on Applied Mathematics, 1998
- Optimum Monte-Carlo sampling using Markov chainsBiometrika, 1973