104 citations · 324 across the 15 of their papers we have counts for
Showing 2019Show all
2 papers · 1 filter
stat.CO2019★ 2 cited
The Barker proposal: combining robustness and efficiency in gradient-based MCMC
Samuel Livingstone, Giacomo Zanella
There is a tension between robustness and efficiency when designing Markov chain Monte Carlo (MCMC) sampling algorithms. Here we focus on robustness with respect to tuning paramete…
math.PR2019★ 8 cited
Peskun-Tierney ordering for Markov chain and process Monte Carlo: beyond the reversible scenario
Christophe Andrieu, Samuel Livingstone
Historically time-reversibility of the transitions or processes underpinning Markov chain Monte Carlo methods (MCMC) has played a key rôle in their development, while the self-adjo…