DRAM: Efficient adaptive MCMC

By Heikki Haario, Marko Laine, Antonietta Mira, Eero Saksman. Statistics and computing, 2006

1,535 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Mathematical Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/eb9db5d9dd876ff0b10c22ef66f98ac12256abfc

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Citations in the corpus

Simulation-based optimal Bayesian experimental design for nonlinear systems (2011, methodology): “…to evaluate, we use it to illustrate features of the core formulation— estimating expected information gain, designing single and multiple experiments, and the role of prior information—leaving demonstrations of stochastic optimization and polynomial chaos surrogates to the next section.”
Adaptively Scaling the Metropolis Algorithm Using Expected Squared Jumped Distance (2007, methodology): “We also consider an inﬁnite adaptation version of the algorithm.”
A mechanistic link between cellular trade-offs, gene expression and growth (2015, positive): “[2], we used a Bayesian approach with an adaptive Markov chain Monte Carlo sampling procedure [56].”
Accelerating Markov Chain Monte Carlo Simulation by Differential Evolution with Self-Adaptive Randomized Subspace Sampling (2009, methodology): “Also relevant to the work presented here is the Del ayed Rejection Adaptive Metropolis (DRAM) algorithm presented in [19].”
Quantifying and reducing model-form uncertainties in Reynolds-averaged Navier-Stokes simulations: A data-driven, physics-informed Bayesian approach (2015, background): “, delayed rejection adaptive metropolis [53]), or by building surrogate models to facilitate the MCMC sampling.”
STRUCTURES IN THE PROTOPLANETARY DISK OF HD142527 SEEN IN POLARIZED SCATTERED LIGHT (2013, methodology): “We use the adaptive MCMC implementation by M. Laine (Haario et al. 2006, http://helios.fmi.fi/∼lainema/mcmc/) to marginalize over all six parameters, performing 106 realizations to properly sample the parameter space.”
Bayesian inference with optimal maps (2011, methodology): “The objective of the problem is to infer the forward and reverse rates of reaction in the chemical system A k1 k2 B [11].”
TAU-REX I: A NEXT GENERATION RETRIEVAL CODE FOR EXOPLANETARY ATMOSPHERES (2014, methodology): “T -REx provides an implementation of the Delayed-Rejection Adaptive-MCMC (DRAM, Haario et al. 2006).”
Bayesian computation: a summary of the current state, and samples backwards and forwards (2015, methodology): “The original Adaptive Metropolis of Haario et al. (2001) has been validated (under some restrictive additional con-”
How to understand species’ niches and range dynamics: a demographic research agenda for biogeography (2012, background): “posterior distributions of parameters can slow down Markov chain Monte Carlo (MCMC) sampling algorithms and require specialized sampling techniques (Haario et al., 2006).”
A detached stellar-mass black hole candidate in the globular cluster NGC 3201 (2018, methodology): “The resulting orbital parameters fitted with the MCMC approach of Haario et al. (2006) are shown in Table 3.”
The LCES HIRES/Keck Precision Radial Velocity Exoplanet Survey (2017, methodology): “We applied the Adaptive Metropolis (AM) MCMC algorithm (Haario et al. 2001) for parameter estimation and its generalized version, the delayed-rejection adaptive Metropolis (DRAM) algorithm (Haario et al. 2006) for searches of signals.”
Adaptive Gaussian Process Approximation for Bayesian Inference with Expensive Likelihood Functions (2017, methodology): “As a comparison, we also draw 3 × 10 5 samples from the true posterior distribution with a DRAM simulation.”
A stochastic collocation approach to Bayesian inference in inverse problems (2009, neutral): “[10].”
A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion (2012, methodology): “Delayed rejection adaptive metropolis (DRAM) MCMC adaptively constructs an approximation to the posterior covariance matrix to guide the sampling process and cope with the correlation structure [21].”