Accelerating Markov Chain Monte Carlo Simulation by Differential Evolution with Self-Adaptive Randomized Subspace Sampling

Jasper A. Vrugt1, C.J.F. ter Braak2, Cees Diks, Bruce A. Robinson, James M. Hyman, David Higdon
1Los Alamos National Laboratory
2Mathematical and Statistical Methods - Biometris

Tóm tắt

Từ khóa


Tài liệu tham khảo

10.1063/1.1699114

Gelfand AE, 1990, J Amer Slat Assoc, 85, 398409

Frenkel D, 2004, Proc Nail Acad Sei USA, 101, 17571, 10.1073/pnas.0407950101

Tse YK, 2004, Quan Finan, 4, 158, 10.1080/14697680400000020

Chib S, 1996, Econ Theor, 12, 409, 10.1017/S0266466600006794

Nielsen R., 2001, Genetics, 158, 885, 10.1093/genetics/158.2.885

10.1214/aos/1176325750

10.1073/pnas.081068098

Lambert DM, 2002, Science, 295, 2270, 10.1126/science.1068105

10.1093/bioinformatics/17.8.754

Hastings WK, 1970, Biometrika, 57, 97, 10.1093/biomet/57.1.97

10.1073/pnas.0409596102

Haario H, 1999, Comp Stal, 14, 375, 10.1007/s001800050022

Haario H, 2001, Bernoulli, 7, 223, 10.2307/3318737

Haario H, 2005, Comp Stat, 20, 265, 10.1007/BF02789703

Haario H, 2006, Stat Comp, 16, 339, 10.1007/s11222-006-9438-0

Gilks WR, 1994, Statistician, 43, 179, 10.2307/2348942

Chauveau D, 2002, Scan J Stat, 29, 13, 10.1111/1467-9469.00064

Mykland P, 1995, J Amer Stat Assoc, 90, 233, 10.2307/2291148

Gilks WR, 1998, J Amer Stat Assoc, 93, 1045, 10.2307/2669848

Sahu SK, 2003, Bernoulli, 9, 395, 10.3150/bj/1065444811

Ter Braak CJF, 2006, Stat Comp, 16, 239, 10.1007/s11222-006-8769-1

Gelman AG, 1992, Stat Sei, 7, 457, 10.1214/ss/1177011136

Vrugt JA, 2007, Proc Natl AcadSci USA, 104, 708, 10.1073/pnas.0610471104

Roberts GO, 1997, Ann Appl Prob, 7, 110, 10.1214/aoap/1034625254

Del Moral P, 2006, J R Statist Soc B, 68, 411, 10.1111/j.1467-9868.2006.00553.x

Duan Q, 1992, Water ResourRes, 28, 1015, 10.1029/91WR02985

Vrugt JA, 2003, Water Resour Res, 39, 1201, 10.1029/2002WR001642