activity
20082023
most citedExplicit error bounds for Markov chain Monte Carlo

78 citations · 362 across the 40 of their papers we have counts for

collaborators

46 papers

math.ST2023★ 3 cited

Dimension-independent spectral gap of polar slice sampling

Daniel Rudolf, Philip Schär

Polar slice sampling, a Markov chain construction for approximate sampling, performs, under suitable assumptions on the target and initial distribution, provably independent of the…

stat.ME2023★ 3 cited

Gibbsian polar slice sampling

Philip Schär, Michael Habeck, Daniel Rudolf

Polar slice sampling (Roberts & Rosenthal, 2002) is a Markov chain approach for approximate sampling of distributions that is difficult, if not impossible, to implement efficiently…

stat.ME2023★ 1 cited

Geodesic slice sampling on the sphere

Michael Habeck, Mareike Hasenpflug, Shantanu Kodgirwar +1

Probability measures on the sphere form an important class of statistical models and are used, for example, in modeling directional data or shapes. Due to their widespread use, but…

math.ST2023★ 1 cited

Reversibility of elliptical slice sampling revisited

Mareike Hasenpflug, Viacheslav Telezhnikov, Daniel Rudolf

We extend elliptical slice sampling, a Markov chain transition kernel suggested in Murray, Adams and MacKay 2010, to infinite-dimensional separable Hilbert spaces and discuss its w…

math.PR2022★ 2 cited

Wasserstein convergence rates of increasingly concentrating probability measures

Mareike Hasenpflug, Daniel Rudolf, Björn Sprungk

For we consider the sequence of probability measures , where is determined by a density that is…

math.DS2022

Viterbo's conjecture as a worm problem

Daniel Rudolf

In this paper, we relate Viterbo's conjecture from symplectic geometry to Minkowski versions of worm problems which are inspired by the well-known Moser worm problem from geometry.…