Efficient Adaptive MCMC Through Precision Estimation
نویسندگان
چکیده
منابع مشابه
DRAM: Efficient adaptive MCMC
We propose to combine two quite powerful ideas that have recently appeared in the Markov chain Monte Carlo literature: adaptive Metropolis samplers and delayed rejection. The ergodicity of the resulting non–Markovian sampler is proved, and the efficiency of the combination is demonstrated with various examples. We present situations where the combination outperforms the original methods: adapta...
متن کاملEfficient MCMC estimation of discrete distributions
In this paper we propose an efficient Markov chain Monte Carlo (MCMC) method for estimation of discrete distributions by solving an appropriate system of linear equations. We call the estimator the equation-solving estimator. Our numerical results show that the new estimator makes significant improvements over the conventional frequencyMCMCestimator in terms of accuracy of the estimates. The ne...
متن کاملNew adaptive interpolation schemes for efficient meshbased motion estimation
Motion estimation and compensation is an essential part of existing video coding systems. The mesh-based motion estimation (MME) produces smoother motion field, better subjective quality (free from blocking artifacts), and higher peak signal-to-noise ratio (PSNR) in many cases, especially at low bitrate video communications, compared to the conventional block matching algorithm (BMA). Howev...
متن کاملEfficient MCMC Estimation for Binomial Binned Logit Models
This talk considers the special case of binomial data where repeated measurements are available for identical covariate patterns. Our method is based on various Bayesian approaches for estimating binary logit models. To carry out MCMC sampling with data augmentation, logit models are rewritten as random utility models (RUM) or difference RUM (dRUM). Following earlier papers (Frühwirth-Schnatter...
متن کاملUltimate Precision of Adaptive Noise Estimation.
We consider the estimation of noise parameters in a quantum channel, assuming the most general strategy allowed by quantum mechanics. This is based on the exploitation of unlimited entanglement and arbitrary quantum operations, so that the channel inputs may be interactively updated. In this general scenario, we draw a novel connection between quantum metrology and teleportation. In fact, for a...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2018
ISSN: 1061-8600,1537-2715
DOI: 10.1080/10618600.2018.1459303