166 citations · 309 across the 26 of their papers we have counts for
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math.ST2019
Particle filter efficiency under limited communication
Deborshee Sen
Sequential Monte Carlo methods are typically not straightforward to implement on parallel architectures. This is because standard resampling schemes involve communication between a…
math.ST2015
Efficiency of delayed-acceptance random walk Metropolis algorithms
Chris Sherlock, Alexandre Thiery, Andrew Golightly
Delayed-acceptance Metropolis-Hastings and delayed-acceptance pseudo-marginal Metropolis-Hastings algorithms can be applied when it is computationally expensive to calculate the tr…
math.ST2011★ 5 cited
Gradient Flow from a Random Walk in Hilbert Space
Natesh S. Pillai, Andrew M. Stuart, Alexandre H. Thiery
Consider a probability measure on a Hilbert space defined via its density with respect to a Gaussian. The purpose of this paper is to demonstrate that an appropriately defined Mark…