Vialaret, Marie; Maire, Florian On the convergence time of some non-reversible Markov chain Monte Carlo methods. (English) Zbl 1460.60081 Methodol. Comput. Appl. Probab. 22, No. 3, 1349-1387 (2020). MSC: 60J22 60J10 60J20 65C05 PDFBibTeX XMLCite \textit{M. Vialaret} and \textit{F. Maire}, Methodol. Comput. Appl. Probab. 22, No. 3, 1349--1387 (2020; Zbl 1460.60081) Full Text: DOI arXiv
Monmarché, Pierre Kinetic walks for sampling. (English) Zbl 1451.60082 ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 1, 491-530 (2020). MSC: 60J10 65C40 PDFBibTeX XMLCite \textit{P. Monmarché}, ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 1, 491--530 (2020; Zbl 1451.60082) Full Text: arXiv Link
Khadraoui, Khader; Ribereau, Pierre Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes. (English) Zbl 1434.62073 Methodol. Comput. Appl. Probab. 21, No. 3, 765-788 (2019). MSC: 62G32 62G05 60J22 65D07 62M15 62H12 PDFBibTeX XMLCite \textit{K. Khadraoui} and \textit{P. Ribereau}, Methodol. Comput. Appl. Probab. 21, No. 3, 765--788 (2019; Zbl 1434.62073) Full Text: DOI
Heck, Daniel W.; Overstall, Antony M.; Gronau, Quentin F.; Wagenmakers, Eric-Jan Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models. (English) Zbl 1430.62056 Stat. Comput. 29, No. 4, 631-643 (2019). MSC: 62F15 60J10 65C40 PDFBibTeX XMLCite \textit{D. W. Heck} et al., Stat. Comput. 29, No. 4, 631--643 (2019; Zbl 1430.62056) Full Text: DOI arXiv
Luo, Xin; Tjelmeland, Håkon Prior specification for binary Markov mesh models. (English) Zbl 1430.62185 Stat. Comput. 29, No. 2, 367-389 (2019). MSC: 62M02 65C05 PDFBibTeX XMLCite \textit{X. Luo} and \textit{H. Tjelmeland}, Stat. Comput. 29, No. 2, 367--389 (2019; Zbl 1430.62185) Full Text: DOI arXiv
Miclo, Laurent On the hypergroup property. (English. French summary) Zbl 1369.60050 Ann. Fac. Sci. Toulouse, Math. (6) 26, No. 2, 417-435 (2017). MSC: 60J05 60J10 60J80 20N20 65F15 PDFBibTeX XMLCite \textit{L. Miclo}, Ann. Fac. Sci. Toulouse, Math. (6) 26, No. 2, 417--435 (2017; Zbl 1369.60050) Full Text: DOI
Bierkens, Joris Non-reversible Metropolis-Hastings. (English) Zbl 1360.65040 Stat. Comput. 26, No. 6, 1213-1228 (2016). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C40 60J20 60J22 65C50 65C60 65C05 60F10 62F15 82C80 PDFBibTeX XMLCite \textit{J. Bierkens}, Stat. Comput. 26, No. 6, 1213--1228 (2016; Zbl 1360.65040) Full Text: DOI arXiv
Betz, Volker; Le Roux, Stéphane Multi-scale metastable dynamics and the asymptotic stationary distribution of perturbed Markov chains. (English) Zbl 1348.60107 Stochastic Processes Appl. 126, No. 11, 3499-3526 (2016). MSC: 60J10 60F05 60J22 65C40 PDFBibTeX XMLCite \textit{V. Betz} and \textit{S. Le Roux}, Stochastic Processes Appl. 126, No. 11, 3499--3526 (2016; Zbl 1348.60107) Full Text: DOI arXiv
Nielsen, Adam The Monte Carlo computation error of transition probabilities. (English) Zbl 1353.60070 Stat. Probab. Lett. 118, 163-170 (2016). MSC: 60J22 60J10 65C05 PDFBibTeX XMLCite \textit{A. Nielsen}, Stat. Probab. Lett. 118, 163--170 (2016; Zbl 1353.60070) Full Text: DOI
Arnesen, Petter; Tjelmeland, Håkon Fully Bayesian binary Markov random field models: prior specification and posterior simulation. (English) Zbl 1419.62270 Scand. J. Stat. 42, No. 4, 967-987 (2015). MSC: 62M40 62F15 62H10 60J10 62P35 65C05 60G60 PDFBibTeX XMLCite \textit{P. Arnesen} and \textit{H. Tjelmeland}, Scand. J. Stat. 42, No. 4, 967--987 (2015; Zbl 1419.62270) Full Text: DOI arXiv
Tifenbach, Ryan M. A combinatorial approach to nearly uncoupled Markov chains. I: Reversible Markov chains. (English) Zbl 1288.65011 ETNA, Electron. Trans. Numer. Anal. 40, 120-147 (2013). MSC: 65C40 60J22 60J10 15B51 PDFBibTeX XMLCite \textit{R. M. Tifenbach}, ETNA, Electron. Trans. Numer. Anal. 40, 120--147 (2013; Zbl 1288.65011) Full Text: EMIS
Pistone, Giovanni; Rogantin, Maria Piera The algebra of reversible Markov chains. (English) Zbl 1440.62395 Ann. Inst. Stat. Math. 65, No. 2, 269-293 (2013). MSC: 62R01 60J10 13P10 62-08 65C05 PDFBibTeX XMLCite \textit{G. Pistone} and \textit{M. P. Rogantin}, Ann. Inst. Stat. Math. 65, No. 2, 269--293 (2013; Zbl 1440.62395) Full Text: DOI arXiv
Rosen, Ori; Wood, Sally; Stoffer, David S. AdaptSPEC: Adaptive spectral estimation for nonstationary time series. (English) Zbl 1258.62093 J. Am. Stat. Assoc. 107, No. 500, 1575-1589 (2012). MSC: 62M15 62M10 62F15 62G05 92C55 62P12 65C60 PDFBibTeX XMLCite \textit{O. Rosen} et al., J. Am. Stat. Assoc. 107, No. 500, 1575--1589 (2012; Zbl 1258.62093) Full Text: DOI
Chung, Hwan; Chang, Hsiu-Ching Bayesian approaches to the model selection problem in the analysis of latent stage-sequential process. (English) Zbl 1255.62307 Comput. Stat. Data Anal. 56, No. 12, 4097-4110 (2012). MSC: 62M99 62G99 62F15 62L99 65C40 PDFBibTeX XMLCite \textit{H. Chung} and \textit{H.-C. Chang}, Comput. Stat. Data Anal. 56, No. 12, 4097--4110 (2012; Zbl 1255.62307) Full Text: DOI
Latorre, Juan C.; Metzner, Philipp; Hartmann, Carsten; Schütte, Christof A structure-preserving numerical discretization of reversible diffusions. (English) Zbl 1284.60153 Commun. Math. Sci. 9, No. 4, 1051-1072 (2011). MSC: 60J70 60H35 60J27 65N08 PDFBibTeX XMLCite \textit{J. C. Latorre} et al., Commun. Math. Sci. 9, No. 4, 1051--1072 (2011; Zbl 1284.60153) Full Text: DOI Link
Meligkotsidou, Loukia; Dellaportas, Petros Forecasting with non-homogeneous hidden Markov models. (English) Zbl 1258.65010 Stat. Comput. 21, No. 3, 439-449 (2011). MSC: 65C60 65C05 65C40 60J22 62M20 PDFBibTeX XMLCite \textit{L. Meligkotsidou} and \textit{P. Dellaportas}, Stat. Comput. 21, No. 3, 439--449 (2011; Zbl 1258.65010) Full Text: DOI
Spezia, Luigi Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes. (English) Zbl 1222.62110 J. Time Ser. Anal. 31, No. 1, 1-11 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 60J99 62F15 62H12 65C60 PDFBibTeX XMLCite \textit{L. Spezia}, J. Time Ser. Anal. 31, No. 1, 1--11 (2010; Zbl 1222.62110) Full Text: DOI
Sharifdoost, M.; Mahmoodi, S.; Pasha, E. A statistical test for time reversibility of stationary finite state Markov chains. (English) Zbl 1185.62146 Appl. Math. Sci., Ruse 3, No. 49-52, 2563-2574 (2009). MSC: 62M02 60J10 62M05 60J05 65C60 62E20 62P20 PDFBibTeX XMLCite \textit{M. Sharifdoost} et al., Appl. Math. Sci., Ruse 3, No. 49--52, 2563--2574 (2009; Zbl 1185.62146) Full Text: Link
Pokern, Yvo; Stuart, Andrew M.; Vanden-Eijnden, Eric Remarks on drift estimation for diffusion processes. (English) Zbl 1183.62145 Multiscale Model. Simul. 8, No. 1, 69-95 (2009). MSC: 62M05 65C60 65C30 PDFBibTeX XMLCite \textit{Y. Pokern} et al., Multiscale Model. Simul. 8, No. 1, 69--95 (2009; Zbl 1183.62145) Full Text: DOI Link
Lopes, Hedibert Freitas; Salazar, Esther; Gamerman, Dani Spatial dynamic factor analysis. (English) Zbl 1330.62356 Bayesian Anal. 3, No. 4, 759-792 (2008). MSC: 62M30 62H11 62H25 62M20 65C05 86A32 62-07 PDFBibTeX XMLCite \textit{H. F. Lopes} et al., Bayesian Anal. 3, No. 4, 759--792 (2008; Zbl 1330.62356) Full Text: DOI Euclid
Bognar, Matthew A. Bayesian modeling on continuously marked spatial point patterns. (English) Zbl 1224.62092 Comput. Stat. 23, No. 3, 361-380 (2008). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M30 60G55 65C40 62P12 PDFBibTeX XMLCite \textit{M. A. Bognar}, Comput. Stat. 23, No. 3, 361--380 (2008; Zbl 1224.62092) Full Text: DOI
Ausin, M. Concepcion; Lopes, Hedibert F. Bayesian estimation of ruin probabilities with a heterogeneous and heavy-tailed insurance claim-size distribution. (English) Zbl 1158.62017 Aust. N. Z. J. Stat. 49, No. 4, 415-434 (2007). MSC: 62F15 62P05 65C40 91B30 PDFBibTeX XMLCite \textit{M. C. Ausin} and \textit{H. F. Lopes}, Aust. N. Z. J. Stat. 49, No. 4, 415--434 (2007; Zbl 1158.62017) Full Text: DOI
Gayraud, Ghislaine; Rousseau, Judith Consistency results on nonparametric Bayesian estimation of level sets using spatial priors. (English) Zbl 1119.62025 Test 16, No. 1, 90-108 (2007). MSC: 62G07 62C10 62G20 62M30 65C40 62G08 PDFBibTeX XMLCite \textit{G. Gayraud} and \textit{J. Rousseau}, Test 16, No. 1, 90--108 (2007; Zbl 1119.62025) Full Text: DOI
Centanni, Silvia; Minozzo, Marco A Monte Carlo approach to filtering for a class of marked doubly stochastic Poisson processes. (English) Zbl 1171.62344 J. Am. Stat. Assoc. 101, No. 476, 1582-1597 (2006). MSC: 62M20 65C40 62M09 PDFBibTeX XMLCite \textit{S. Centanni} and \textit{M. Minozzo}, J. Am. Stat. Assoc. 101, No. 476, 1582--1597 (2006; Zbl 1171.62344) Full Text: DOI
Behseta, Sam; Kass, Robert E.; Wallstrom, Garrick L. Hierarchical models for assessing variability among functions. (English) Zbl 1094.62029 Biometrika 92, No. 2, 419-434 (2005). MSC: 62F15 62M09 62G08 62P10 65C05 PDFBibTeX XMLCite \textit{S. Behseta} et al., Biometrika 92, No. 2, 419--434 (2005; Zbl 1094.62029) Full Text: DOI Link
Baxendale, Peter H. Renewal theory and computable convergence rates for geometrically erdgodic Markov chains. (English) Zbl 1070.60061 Ann. Appl. Probab. 15, No. 1B, 700-738 (2005). Reviewer: Neculai Curteanu (Iaşi) MSC: 60J27 60K05 65C05 PDFBibTeX XMLCite \textit{P. H. Baxendale}, Ann. Appl. Probab. 15, No. 1B, 700--738 (2005; Zbl 1070.60061) Full Text: DOI arXiv
Froyland, Gary Statistically optimal almost-invariant sets. (English) Zbl 1062.37103 Physica D 200, No. 3-4, 205-219 (2005). MSC: 37M25 37B05 37C40 60J20 65C40 PDFBibTeX XMLCite \textit{G. Froyland}, Physica D 200, No. 3--4, 205--219 (2005; Zbl 1062.37103) Full Text: DOI
Vermaak, J.; Andrieu, C.; Doucet, A.; Godsill, S. J. Reversible jump Markov chain Monte Carlo strategies for Bayesian model selection in autoregressive processes. (English) Zbl 1062.62206 J. Time Ser. Anal. 25, No. 6, 785-809 (2004). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 62F15 65C40 PDFBibTeX XMLCite \textit{J. Vermaak} et al., J. Time Ser. Anal. 25, No. 6, 785--809 (2004; Zbl 1062.62206) Full Text: DOI
Al-Awadhi, Fahimah; Hurn, Merrilee; Jennison, Christopher Improving the acceptance rate of reversible jump MCMC proposals. (English) Zbl 1116.65308 Stat. Probab. Lett. 69, No. 2, 189-198 (2004). MSC: 65C05 60J05 PDFBibTeX XMLCite \textit{F. Al-Awadhi} et al., Stat. Probab. Lett. 69, No. 2, 189--198 (2004; Zbl 1116.65308) Full Text: DOI
Green, Peter J.; Richardson, Sylvia Hidden Markov models and disease mapping. (English) Zbl 1046.62117 J. Am. Stat. Assoc. 97, No. 460, 1055-1070 (2002). MSC: 62P10 65C40 62F15 62M05 PDFBibTeX XMLCite \textit{P. J. Green} and \textit{S. Richardson}, J. Am. Stat. Assoc. 97, No. 460, 1055--1070 (2002; Zbl 1046.62117) Full Text: DOI
Mira, Antonietta Ordering and improving the performance of Monte Carlo Markov chains. (English) Zbl 1127.60312 Stat. Sci. 16, No. 4, 340-350 (2001). MSC: 60J10 60J05 65C05 65C40 PDFBibTeX XMLCite \textit{A. Mira}, Stat. Sci. 16, No. 4, 340--350 (2001; Zbl 1127.60312) Full Text: DOI
Gong, Guanglu; Qian, Minping; Xie, Jun Reversible algorithm of simulating multivariate densities with multi-hump. (English) Zbl 0997.60076 Sci. China, Ser. A 44, No. 3, 357-364 (2001). MSC: 60J22 60J10 65C05 PDFBibTeX XMLCite \textit{G. Gong} et al., Sci. China, Ser. A 44, No. 3, 357--364 (2001; Zbl 0997.60076) Full Text: DOI
Liechty, John C.; Roberts, Gareth O. Markov chain Monte Carlo methods for switching diffusion models. (English) Zbl 0984.62060 Biometrika 88, No. 2, 299-315 (2001). MSC: 62M05 62M10 62P05 65C40 PDFBibTeX XMLCite \textit{J. C. Liechty} and \textit{G. O. Roberts}, Biometrika 88, No. 2, 299--315 (2001; Zbl 0984.62060) Full Text: DOI Link
Stephens, Matthew Bayesian analysis of mixture models with an unknown number of components–an alternative to reversible jump methods. (English) Zbl 1106.62316 Ann. Stat. 28, No. 1, 40-74 (2000). MSC: 62F15 65C40 60J80 65C60 PDFBibTeX XMLCite \textit{M. Stephens}, Ann. Stat. 28, No. 1, 40--74 (2000; Zbl 1106.62316) Full Text: DOI Euclid
Pievatolo, Antonio; Rotondi, Renata Analysing the interevent time distribution to identify seismicity phases: A Bayesian nonparametric approach to the multiple-changepoint problem. (English) Zbl 0965.62029 J. R. Stat. Soc., Ser. C, Appl. Stat. 49, No. 4, 543-562 (2000). MSC: 62G05 86A15 65C40 86A32 PDFBibTeX XMLCite \textit{A. Pievatolo} and \textit{R. Rotondi}, J. R. Stat. Soc., Ser. C, Appl. Stat. 49, No. 4, 543--562 (2000; Zbl 0965.62029) Full Text: DOI
Gangopadhyay, A. K.; Mallick, B. K.; Denison, D. G. T. Estimation of spectral density of a stationary time series via an asymptotic of the periodogram. (English) Zbl 0933.62094 J. Stat. Plann. Inference 75, No. 2, 281-290 (1999). MSC: 62M15 65C40 65C60 PDFBibTeX XMLCite \textit{A. K. Gangopadhyay} et al., J. Stat. Plann. Inference 75, No. 2, 281--290 (1999; Zbl 0933.62094) Full Text: DOI
Borkar, Vivek S.; Mitter, Sanjoy K. Stochastic processes that generate polygonal and related random fields. (English) Zbl 0854.60048 IEEE Trans. Inf. Theory 42, No. 2, 606-617 (1996). MSC: 60G60 65C05 60J99 PDFBibTeX XMLCite \textit{V. S. Borkar} and \textit{S. K. Mitter}, IEEE Trans. Inf. Theory 42, No. 2, 606--617 (1996; Zbl 0854.60048) Full Text: DOI Link
Bélisle, Claude J. P.; Romeijn, H. Edwin; Smith, Robert L. Hit-and-run algorithms for generating multivariate distributions. (English) Zbl 0771.60052 Math. Oper. Res. 18, No. 2, 255-266 (1993). MSC: 60J20 62E20 65C05 PDFBibTeX XMLCite \textit{C. J. P. Bélisle} et al., Math. Oper. Res. 18, No. 2, 255--266 (1993; Zbl 0771.60052) Full Text: DOI Link