50 citations · 268 across the 23 of their papers we have counts for
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math.NA2020★ 1 cited
A splitting method to reduce MCMC variance
Robert J. Webber, David Aristoff, Gideon Simpson
We explore whether splitting and killing methods can improve the accuracy of Markov chain Monte Carlo (MCMC) estimates of rare event probabilities, and we make three contributions.…
math.NA2020★ 8 cited
Error bounds for dynamical spectral estimation
Robert J. Webber, Erik H. Thiede, Douglas Dow +2
Dynamical spectral estimation is a well-established numerical approach for estimating eigenvalues and eigenfunctions of the Markov transition operator from trajectory data. Althoug…