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Browsing Conferences, Workshops and Seminars by Subject "Markov Chain Monte Carlo"

Browsing Conferences, Workshops and Seminars by Subject "Markov Chain Monte Carlo"

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  • Adaptiveness of CMA based samplers 
    Milgo, Edna; Ronoh, Nixon; Waiganjo, Peter; Manderick, Bernard (ACM Digital Library, 2017)
    We turn the Covariance Matrix Adaptation Evolution Strategy into an adaptive Markov Chain Monte Carlo (or MCMC) sampling algorithm that adapts online to the target distribution, i.e. the distribution to be sampled from. ...
  • Improving the effectiveness of MCMC through adaptation 
    Milgo, Edna; Ronoh, Nixon; Wagacha, Peter Waiganjo; Manderick, Bernard (2016)
    The Metropolis-Hastings Markov Chain Monte Carlo algorithm uses a proposal distribution to sample from a given target distribution. The proposal distribution has to be tuned beforehand which is an expensive exercise. ...

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