The Multiple-Try Method and Local Optimization in Metropolis Sampling

Journal of the American Statistical Association

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Main Authors: Liu, J.S., Liang, F., Wong, W.H.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/105425
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spelling sg-nus-scholar.10635-1054252015-01-13T19:35:00Z The Multiple-Try Method and Local Optimization in Metropolis Sampling Liu, J.S. Liang, F. Wong, W.H. STATISTICS & APPLIED PROBABILITY Adaptive direction sampling Conjugate gradient Damped sinusoidal Gibbs sampling Griddy Gibbs sampler Hit-and-run algorithm Markov chain Monte Carlo Metropolis algorithm Mixture model Orientational bias Monte Carlo Journal of the American Statistical Association 95 449 121-134 2014-10-28T05:15:57Z 2014-10-28T05:15:57Z 2000-03 Article Liu, J.S.,Liang, F.,Wong, W.H. (2000-03). The Multiple-Try Method and Local Optimization in Metropolis Sampling. Journal of the American Statistical Association 95 (449) : 121-134. ScholarBank@NUS Repository. 01621459 http://scholarbank.nus.edu.sg/handle/10635/105425 NOT_IN_WOS Scopus
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
topic Adaptive direction sampling
Conjugate gradient
Damped sinusoidal
Gibbs sampling
Griddy Gibbs sampler
Hit-and-run algorithm
Markov chain Monte Carlo
Metropolis algorithm
Mixture model
Orientational bias Monte Carlo
spellingShingle Adaptive direction sampling
Conjugate gradient
Damped sinusoidal
Gibbs sampling
Griddy Gibbs sampler
Hit-and-run algorithm
Markov chain Monte Carlo
Metropolis algorithm
Mixture model
Orientational bias Monte Carlo
Liu, J.S.
Liang, F.
Wong, W.H.
The Multiple-Try Method and Local Optimization in Metropolis Sampling
description Journal of the American Statistical Association
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
Liu, J.S.
Liang, F.
Wong, W.H.
format Article
author Liu, J.S.
Liang, F.
Wong, W.H.
author_sort Liu, J.S.
title The Multiple-Try Method and Local Optimization in Metropolis Sampling
title_short The Multiple-Try Method and Local Optimization in Metropolis Sampling
title_full The Multiple-Try Method and Local Optimization in Metropolis Sampling
title_fullStr The Multiple-Try Method and Local Optimization in Metropolis Sampling
title_full_unstemmed The Multiple-Try Method and Local Optimization in Metropolis Sampling
title_sort multiple-try method and local optimization in metropolis sampling
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/105425
_version_ 1681093285194498048