Metropolis–Hastings Monte Carlo Method for Neutron Emissivity Tomographic Inversion in Tokamak Plasma
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Fusion Energy"
DOI: 10.1007/s10894-018-0173-2
Abstract: The article presents a new approach to plasma neutron emissivity reconstruction based on the Metropolis–Hastings Monte Carlo algorithm. The algorithm is based on a biased random walk. A dedicated computer code generates pseudo-random samples within the… read more here.
Keywords: plasma; monte carlo; metropolis hastings; neutron emissivity ... See more keywords
Majorize–Minimize Adapted Metropolis–Hastings Algorithm
Sign Up to like & getrecommendations! Published in 2020 at "IEEE Transactions on Signal Processing"
DOI: 10.1109/tsp.2020.2983150
Abstract: The dimension and the complexity of inference problems have dramatically increased in statistical signal processing. It thus becomes mandatory to design improved proposal schemes in Metropolis-Hastings algorithms, providing large proposal transitions that are accepted with… read more here.
Keywords: metropolis hastings; hastings algorithm; majorize minimize; minimize adapted ... See more keywords
Convergence rates of two-component MCMC samplers
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DOI: 10.3150/21-bej1369
Abstract: Component-wise MCMC algorithms, including Gibbs and conditional Metropolis-Hastings samplers, are commonly used for sampling from multivariate probability distributions. A long-standing question regarding Gibbs algorithms is whether a deterministic-scan (systematic-scan) sampler converges faster than its random-scan… read more here.
Keywords: metropolis hastings; conditional metropolis; convergence rates; two component ... See more keywords
Locally Scaled and Stochastic Volatility Metropolis- Hastings Algorithms
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DOI: 10.3390/a14120351
Abstract: Markov chain Monte Carlo (MCMC) techniques are usually used to infer model parameters when closed-form inference is not feasible, with one of the simplest MCMC methods being the random walk Metropolis–Hastings (MH) algorithm. The MH… read more here.
Keywords: stochastic volatility; volatility metropolis; metropolis hastings; effective sample ... See more keywords