Orthogonal parallel MCMC methods for sampling and optimization

L. Martino, V. Elvira, D. Luengo, J. Corander, F. Louzada

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
JournalDigital Signal Processing
Volume58
Pages (from-to)64-84
Number of pages21
ISSN1051-2004
DOIs
Publication statusPublished - Nov 2016
MoE publication typeA1 Journal article-refereed

Fields of Science

  • Bayesian inference
  • Optimization
  • Parallel Markov Chain Monte Carlo
  • Parallel Multiple Try Metropolis
  • Block Independent Metropolis
  • Parallel Simulated Annealing
  • CHAIN MONTE-CARLO
  • METROPOLIS-HASTINGS ALGORITHMS
  • GLOBAL OPTIMIZATION
  • INFERENCE
  • CONVERGENCE
  • MODEL
  • SIMULATION
  • FREQUENCY
  • REJECTION
  • FILTER
  • 112 Statistics and probability

Cite this

Martino, L. ; Elvira, V. ; Luengo, D. ; Corander, J. ; Louzada, F. / Orthogonal parallel MCMC methods for sampling and optimization. In: Digital Signal Processing. 2016 ; Vol. 58. pp. 64-84.
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author = "L. Martino and V. Elvira and D. Luengo and J. Corander and F. Louzada",
year = "2016",
month = "11",
doi = "10.1016/j.dsp.2016.07.013",
language = "English",
volume = "58",
pages = "64--84",
journal = "Digital Signal Processing",
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publisher = "ACADEMIC PRESS INC ELSEVIER SCIENCE",

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Orthogonal parallel MCMC methods for sampling and optimization. / Martino, L.; Elvira, V.; Luengo, D.; Corander, J.; Louzada, F.

In: Digital Signal Processing, Vol. 58, 11.2016, p. 64-84.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Orthogonal parallel MCMC methods for sampling and optimization

AU - Martino, L.

AU - Elvira, V.

AU - Luengo, D.

AU - Corander, J.

AU - Louzada, F.

PY - 2016/11

Y1 - 2016/11

KW - Bayesian inference

KW - Optimization

KW - Parallel Markov Chain Monte Carlo

KW - Parallel Multiple Try Metropolis

KW - Block Independent Metropolis

KW - Parallel Simulated Annealing

KW - CHAIN MONTE-CARLO

KW - METROPOLIS-HASTINGS ALGORITHMS

KW - GLOBAL OPTIMIZATION

KW - INFERENCE

KW - CONVERGENCE

KW - MODEL

KW - SIMULATION

KW - FREQUENCY

KW - REJECTION

KW - FILTER

KW - 112 Statistics and probability

U2 - 10.1016/j.dsp.2016.07.013

DO - 10.1016/j.dsp.2016.07.013

M3 - Article

VL - 58

SP - 64

EP - 84

JO - Digital Signal Processing

JF - Digital Signal Processing

SN - 1051-2004

ER -