87 citations · 184 across the 14 of their papers we have counts for
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stat.ME2014★ 1 cited
Unbiased Monte Carlo: posterior estimation for intractable/infinite-dimensional models
Sergios Agapiou, Gareth O. Roberts, Sebastian J. Vollmer
We provide a general methodology for unbiased estimation for intractable stochastic models. We consider situations where the target distribution can be written as an appropriate li…
math.ST2014★ 3 cited
Preconditioning the prior to overcome saturation in Bayesian inverse problems
Sergios Agapiou, Peter Mathé
We study Bayesian inference in statistical linear inverse problems with Gaussian noise and priors in Hilbert space. We focus our interest on the posterior contraction rate in the s…