The Multiple-Try Method and Local Optimization in Metropolis Sampling - Liu, Jun S.; Liang, Faming; Wong, Wing Hung (Journal of the American Statistical Association, 2000)
Keywords: Adaptive direction sampling; Algorithms; Autocorrelation; Conjugate gradient; Damped sinusoidal; Datasets; Determinism; Distribution theory; Exact sciences and technology; Gibbs sampling; Griddy Gibbs sampler; Histograms; Hit-and-run algorithm; Linear inference, regression; Markov analysis; Markov chain Monte Carlo; Markov chains; Markov processes; Markovian processes; Mathematical economics; Mathematics; Metropolis; Metropolis algorithm; Metropolitan areas; Mixture model; Monte Carlo simulation; Optimization; Orientational bias Monte Carlo; Probability and statistics; Probability theory and stochastic processes; Random sampling; Sampling; Sampling distributions; Sampling theory, sample surveys; Sciences and techniques of general use; Statistics; Tanneries; Theory and Methods; Time series; Transition rules; Markov chain; Conjugate gradient method; Monte Carlo method; Adaptive directional sampling algorithm; Gridy Gibbs sampler; Adaptive estimation; Gibbs sampling; Sampling; Metropolis Hastings sampler; Markov chain Monte Carlo simulation; Mixture; Sinusoid