Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 5 of 5 for “"adaptive Markov chain Monte Carlo"”.
-
Qualitative and quantitative convergence results for randomised integration methods
… methods based on either, randomised Quasi-Monte Carlo, or (adaptive) Markov chain Monte Carlo methods are studied. Depending on the underlying integration problem we show qualitative and quantitative results, which ensure the asymptotic correctness of an algorithm or provide explicit error …
-
Ergodicity of Adaptive MCMC and its Applications
Markov chain Monte Carlo algorithms (MCMC) and Adaptive Markov chain Monte Carlo algorithms (AMCMC) are most important methods of approximately sampling from complicated probability distributions and are widely used in statistics, computer science, chemistry, physics, etc. The core problem to use …
-
Sequential methodology and applications in sports rating
… and application of sequential methods. A new adaptive sequential Monte Carlo (SMC) methodology is presented. By incorporating adaptive Markov chain Monte Carlo (MCMC) moves into the SMC update, it is possible to utilise the heuristic, computational and theoretical advantages of SMC to make …
-
Transport maps for accelerated Bayesian computation
… new posterior sampling algorithms. First is an adaptive Markov chain Monte Carlo (MCMC) algorithm that uses a transport map to dene an ecient proposal mechanism. We prove that this algorithm is ergodic for the exact target distribution and demonstrate it on a range of parameter inference …
-
Slice Sampling with Multivariate Steps
Markov chain Monte Carlo (MCMC) allows statisticians to sample from a wide variety of multidimensional probability distributions. Unfortunately, MCMC is often difficult to use when components of the target distribution are highly correlated or have disparate variances. This thesis presents three …