1 citations · 1 across the 1 of their papers we have counts for
3 papers
stat.ME2020★ 1 cited
Bayesian Changepoint Analysis
Tobias Siems
In my PhD thesis, we elaborate upon Bayesian changepoint analysis, whereby our focus is on three big topics: approximate sampling via MCMC, exact inference and uncertainty quantifi…
math.ST2019
Markov Chain Monte Carlo on Finite State Spaces
Tobias Siems
We elaborate the idea behind Markov chain Monte Carlo (MCMC) methods in a mathematically coherent, yet simple and understandable way. To this end, we proof a pivotal convergence th…
math.ST2018
A note on the Metropolis-Hastings acceptance probabilities for mixture spaces
Tobias Siems, Lisa Koeppel
This work is driven by the ubiquitous dissent over the abilities and contributions of the Metropolis-Hastings and reversible jump algorithm within the context of trans dimensional…