Accept–reject Metropolis–Hastings sampling and marginal likelihood estimation

By Siddhartha Chib, Ivan Jeliazkov. 2005

57 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/2435994b8095f599f9043a50ae69416381153d19

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Joshua C. C. Chan
2. Ivan Jeliazkov
3. Siddhartha Chib
4. Peter S. Craig

Citations in the corpus

• MCMC Estimation of Restricted Covariance Matrices (2009, methodology): “Specifically, the method provides a natural proposal density for MH or accept-reject Metropolis–Hastings (ARMH) sampling (Tierney 1994; Chib and Greenberg 1995; Chib and Jeliazkov 2005) that in many instances may minimize, or entirely eliminate, the costs of tailoring by constrained optimization.”