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Showing 2008 · math.NAShow all
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math.NA2008★ 21 cited
Coupling Control Variates for Markov Chain Monte Carlo
Jonathan B. Goodman, Kevin K. Lin
We show that Markov couplings can be used to improve the accuracy of Markov chain Monte Carlo calculations in some situations where the steady-state probability distribution is not…
math.NA2008
Iteratively re-weighted least squares minimization for sparse recovery
Ingrid Daubechies, Ronald DeVore, Massimo Fornasier +1
We analyze an Iteratively Re-weighted Least Squares (IRLS) algorithm for promoting l1-minimization in sparse and compressible vector recovery. We prove its convergence and we estim…