Concepedia

Adaptive Metropolis Algorithms

Adaptive Metropolis Algorithms is a Markov chain Monte Carlo method that iteratively refines its proposal distribution during sampling by dynamically adjusting the covariance structure of the proposal based on accumulated posterior samples to improve convergence and mixing in Bayesian inference.

139

Publications

16.2K

Citations

338

Authors

189

Institutions

Publications per year

2017–2026

37

Variants

Adaptive Metropolis Algorithm

Parents

Publications

139

An Adaptive Metropolis Algorithm

Heikki Haario, Eero Saksman, Johanna Tamminen · Bernoulli · 2001 · 2.7K citations

, , +16

DRAM: Efficient adaptive MCMC

Heikki Haario, Marko Laine, Antonietta Mira et al. · Statistics and Computing · 2006 · 1.5K citations

, , +12

Examples of Adaptive MCMC

Gareth O. Roberts, Jeffrey S. Rosenthal · Journal of Computational and Graphical Statistics · 2009 · 1.1K citations

, , +16

A tutorial on adaptive MCMC

Christophe Andrieu, Johannes Thoms · Statistics and Computing · 2008 · 959 citations · Full text

, , +11

Treatment of input uncertainty in hydrologic modeling: Doing hydrology backward with Markov chain Monte Carlo simulation

Jasper A. Vrugt, Cajo J. F. ter Braak, Martyn Clark et al. · Water Resources Research · 2008 · 922 citations · Full text

, , +17

1–5 of 139

Authors

338

  1. JA
    Jasper A. Vrugt

    University of California, Irvine, United States

    14 publications · 2.3K citations

    14

    h-index

  2. JS
    Jeffrey S. Rosenthal

    University of Toronto, Canada

    5 publications · 1.7K citations

    5

    h-index

  3. HV
    Harry Vereecken

    Forschungszentrum Jülich, Germany

    5 publications · 263 citations

    5

    h-index

  4. MV
    Matti Vihola

    University of Jyväskylä, Finland

    5 publications · 427 citations

    5

    h-index

  5. HH
    Heikki Haario

    Lappeenranta-Lahti University of Technology, Finland

    5 publications · 4.4K citations

    5

    h-index

1–5 of 338

Institutions

189

  1. Irvine University

    Cerritos, United States

    13 h-index

    15 publications

    2.1K citations

  2. University of California, Irvine

    Irvine, United States

    13 h-index

    15 publications

    2.1K citations

  3. University of Amsterdam

    Amsterdam, The Netherlands

    10 h-index

    10 publications

    2.1K citations

  4. Los Alamos National Laboratory

    Los Alamos, United States

    7 h-index

    13 publications

    3.9K citations

  5. Centre National de la Recherche Scientifique

    Paris, France

    7 h-index

    11 publications

    670 citations

  6. UNSW Sydney

    Sydney, Australia

    7 h-index

    15 publications

    1.5K citations

  7. Lancaster University

    Lancaster, United Kingdom

    5 h-index

    7 publications

    2.3K citations

  8. University of Jyväskylä

    Jyväskylä, Finland

    5 h-index

    6 publications

    2K citations

1–8 of 189

Venues

  1. Water Resources Research

    13 publications · 2.6K citations

    13

    h-index

  2. Statistics and Computing

    7 publications · 2.9K citations

    7

    h-index

  3. Computational Statistics & Data Analysis

    CSDA · 5 publications · 165 citations

    5

    h-index

  4. Journal of Computational and Graphical Statistics

    JCGS · 4 publications · 1.2K citations

    4

    h-index

  5. 4

    h-index

1–5