2 citations · 3 across the 5 of their papers we have counts for
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stat.CO2016
Adaptive Component-wise Multiple-Try Metropolis Sampling
Jinyoung Yang, Evgeny Levi, Radu V. Craiu +1
One of the most widely used samplers in practice is the component-wise Metropolis-Hastings (CMH) sampler that updates in turn the components of a vector valued Markov chain using a…
stat.ME2016★ 2 cited
Gaussian Process Single Index Models for Conditional Copulas
Evgeny Levi, Radu V. Craiu
Parametric conditional copula models allow the copula parameters to vary with a set of covariates according to an unknown calibration function. Flexible Bayesian inference for the…