Browsing Institutt for matematiske fag by Journals "Computational statistics (Zeitschrift)"

Now showing items 1-3 of 3

    • A multiple-try Metropolis–Hastings algorithm with tailored proposals 

      Luo, Xin; Tjelmeland, Håkon (Journal article; Peer reviewed, 2019)
      We present a new multiple-try Metropolis–Hastings algorithm designed to be especially beneficial when a tailored proposal distribution is available. The algorithm is based on a given acyclic graph G, where one of the nodes ...

    • An efficient adaptive MCMC algorithm for Pseudo-Bayesian quantum tomography 

      Mai, The Tien (Peer reviewed; Journal article, 2022)
      We revisit the Pseudo-Bayesian approach to the problem of estimating density matrix in quantum state tomography in this paper. Pseudo-Bayesian inference has been shown to offer a powerful paradigm for quantum tomography ...

    • Ensemble updating of categorical state vectors 

      Loe, Margrethe Kvale; Tjelmeland, Håkon (Peer reviewed; Journal article, 2022)
      An ensemble updating method for categorical state vectors is proposed. The method is based on a Bayesian view of the ensemble Kalman filter (EnKF). In the EnKF, Gaussian approximations to the forecast and filtering ...