166 citations · 309 across the 26 of their papers we have counts for
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Asymptotic Analysis of the Random-Walk Metropolis Algorithm on Ridged Densities
Alexandros Beskos, Gareth Roberts, Alexandre Thiery +1
In this paper we study the asymptotic behavior of the Random-Walk Metropolis algorithm on probability densities with two different `scales', where most of the probability mass is d…
Error Bounds for Sequential Monte Carlo Samplers for Multimodal Distributions
Daniel Paulin, Ajay Jasra, Alexandre Thiery
In this paper, we provide bounds on the asymptotic variance for a class of sequential Monte Carlo (SMC) samplers designed for approximating multimodal distributions. Such methods c…
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…