Concepedia

Optimal Scaling

Optimal Scaling is a methodological framework within Markov Chain Monte Carlo theory that identifies the asymptotically optimal rate of convergence for proposal distributions by characterizing the scaling of step sizes in high-dimensional random walk Metropolis algorithms.

307

Publications

21.4K

Citations

676

Authors

347

Institutions

Publications per year

2017–2026

68

Parents

Publications

307

Weak convergence and optimal scaling of random walk Metropolis algorithms

Gareth O. Roberts, Susan A. Gelman, Walter R. Gilks · The Annals of Applied Probability · 1997 · 1.7K citations · Full text

, , +16

Optimal scaling for various Metropolis-Hastings algorithms

Gareth O. Roberts, Jeffrey S. Rosenthal · Statistical Science · 2001 · 1.1K citations

, , +12

Nonmetric Individual Differences Multidimensional Scaling: An Alternating Least Squares Method with Optimal Scaling Features

Yoshio Takane, Forrest W. Young, Jan de Leeuw · Psychometrika · 1977 · 960 citations

, , +11

General state space Markov chains and MCMC algorithms

Gareth O. Roberts, Jeffrey S. Rosenthal · Probability Surveys · 2004 · 761 citations · Full text

, , +16

Optimal Scaling of Discrete Approximations to Langevin Diffusions

Gareth O. Roberts, Jeffrey S. Rosenthal · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1998 · 648 citations

, , +16

1–5 of 307

Authors

676

  1. GO
    Gareth O. Roberts

    University of Warwick, United Kingdom

    18 publications · 5.1K citations

    16

    h-index

  2. JD
    Jan de Leeuw

    University of California, Los Angeles, United States

    16 publications · 2.4K citations

    14

    h-index

  3. JS
    Jeffrey S. Rosenthal

    University of Toronto, Canada

    9 publications · 3.4K citations

    9

    h-index

  4. FW
    Forrest W. Young

    University of North Carolina at Chapel Hill, United States

    8 publications · 2.1K citations

    8

    h-index

  5. YT
    Yoshio Takane

    McGill University, Canada

    6 publications · 1.6K citations

    6

    h-index

1–5 of 676

Institutions

347

  1. University of Toronto

    Toronto, Canada

    11 h-index

    15 publications

    2.7K citations

  2. Leiden University

    Leiden, The Netherlands

    10 h-index

    16 publications

    1.6K citations

  3. University of Warwick

    Coventry, United Kingdom

    10 h-index

    16 publications

    1K citations

  4. University of Southern California

    Los Angeles, United States

    9 h-index

    16 publications

    1.6K citations

  5. Lancaster University

    Lancaster, United Kingdom

    9 h-index

    12 publications

    1.5K citations

  6. Massachusetts Institute of Technology

    Cambridge, United States

    8 h-index

    19 publications

    1.1K citations

  7. Stanford University

    Stanford, United States

    7 h-index

    12 publications

    709 citations

  8. University of Manchester

    Manchester, United Kingdom

    7 h-index

    9 publications

    296 citations

1–8 of 347

Venues

  1. Psychometrika

    16 publications · 2.5K citations

    14

    h-index

  2. arXiv (Cornell University)

    Repository · 8 publications · 316 citations

    8

    h-index

  3. Physical Review Letters

    PRL · 8 publications · 725 citations

    8

    h-index

  4. The Annals of Applied Probability

    7 publications · 2.1K citations

    7

    h-index

  5. IEEE Transactions on Signal Processing

    5 publications · 264 citations

    5

    h-index

1–5