14 results
Optimal scaling of MCMC beyond Metropolis
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- Advances in Applied Probability / Volume 55 / Issue 2 / June 2023
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- 16 December 2022, pp. 492-509
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- June 2023
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A note on the polynomial ergodicity of the one-dimensional Zig-Zag process
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- Journal of Applied Probability / Volume 59 / Issue 3 / September 2022
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- 18 July 2022, pp. 895-903
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- September 2022
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Skew brownian motion and complexity of the alps algorithm
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- Journal of Applied Probability / Volume 59 / Issue 3 / September 2022
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- 12 July 2022, pp. 777-796
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- September 2022
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Accelerating parallel tempering: Quantile tempering algorithm (QuanTA)
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- Advances in Applied Probability / Volume 51 / Issue 3 / September 2019
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- 03 September 2019, pp. 802-834
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- September 2019
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Optimal scaling of the random walk Metropolis algorithm under L p mean differentiability
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- Journal of Applied Probability / Volume 54 / Issue 4 / December 2017
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- 30 November 2017, pp. 1233-1260
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- December 2017
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Exact sampling of diffusions with a discontinuity in the drift
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- Advances in Applied Probability / Volume 48 / Issue A / July 2016
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- 25 July 2016, pp. 249-259
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- July 2016
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Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits
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- Journal of Applied Probability / Volume 53 / Issue 2 / June 2016
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- 21 June 2016, pp. 410-420
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- June 2016
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Convergence of Conditional Metropolis-Hastings Samplers
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- Advances in Applied Probability / Volume 46 / Issue 2 / June 2014
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- 22 February 2016, pp. 422-445
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- June 2014
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Perfect posterior simulation for mixture and hidden Markov models
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- LMS Journal of Computation and Mathematics / Volume 13 / January 2010
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- 01 August 2010, pp. 246-259
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Contributors
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- Head Injury
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- 25 January 2010
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- 09 April 2009, pp ix-xii
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Exact Monte Carlo simulation of killed diffusions
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- Advances in Applied Probability / Volume 40 / Issue 1 / March 2008
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- 01 July 2016, pp. 273-291
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- March 2008
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Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
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- Journal of Applied Probability / Volume 44 / Issue 2 / June 2007
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- 14 July 2016, pp. 458-475
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- June 2007
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Geometric L2 and L1 convergence are equivalent for reversible Markov chains
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- Journal of Applied Probability / Volume 38 / Issue A / 2001
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- 14 July 2016, pp. 37-41
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- 2001
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Convergence Properties of Perturbed Markov Chains
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- Journal of Applied Probability / Volume 35 / Issue 1 / March 1998
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- 14 July 2016, pp. 1-11
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- March 1998
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