References
Andrieu, C., Thoms, J.: An overview of controlled MCMC. Stat. Comput. 18 (2008)
Cai, B., Meyer, R., Perron, F.: Metropolis Hastings algorithms with adaptive proposals. Stat. Comput. 18 (2008). doi:10.1007/s11222-008-9051-5
Cappe, O., Guillin, A., Marin, J.M., Robert, C.P.: Population Monte Carlo. J. Comput. Graph. Stat. 13, 907–929 (2004)
Cappe, O., Douc, R., Guillin, A., Marin, J., Robert, C.P.: Adaptive importance sampling in general mixture classes. Stat. Comput. 18 (2008). doi:10.1007/s11222-008-9059-x
Cornebise, J., Moulines, E., Olson, J.: Adaptive methods for sequential importance sampling with application to state space models. Stat. Comput. 18 (2008). doi:10.1007/s11222-008-9089-4
Doucet, A., Godsill, S.J., Andrieu, C.: On sequential Monte Carlo sampling methods for Bayesian filtering. Stat. Comput. 10, 197–208 (2000)
Fearnhead, P.: Computational methods for complex stochastic systems: A review of some alternatives to MCMC. Stat. Comput. 18, 151–171 (2008)
Gerlach, R., Chen, C.W.S.: Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models. Stat. Comput. 18 (2008). doi:10.1007/s11222-008-9063-1
Green, P.: Reversible jump Markov chain Monte Carlo computation and Bayesian model determination. Biometrika 82, 711–732 (1995)
Keith, J.M., Kroese, D.P., Sofronov, G.Y.: Adaptive independence samplers. Stat. Comput. 18 (2008). doi:10.1007/s11222-008-9070-2
Ren, Y., Ding, Y., Liang, F.: Adaptive evolutionary Monte Carlo algorithm for optimization with applications to sensor placement problems. Stat. Comput. 18 (2008). doi:10.1007/s11222-008-9079-6
Roberts, G.O., Rosenthal, J.S.: Optimal scaling for various metropolis-hastings algorithms. Stat. Sci. 16, 351–367 (2001)
Ter Braak, C.J.F., Vrugt, J.A.: Differential evolution Markov Chain with snooker updater and fewer chains. Stat. Comput. 18 (2008). doi:10.1007/s11222-008-9104-9
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Fearnhead, P. Editorial: Special issue on adaptive Monte Carlo methods. Stat Comput 18, 341–342 (2008). https://doi.org/10.1007/s11222-008-9107-6
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11222-008-9107-6