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20182022
most citedRobust random walk-like Metropolis-Hastings algorithms for concentrating posteriors

2 citations · 2 across the 3 of their papers we have counts for

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math.ST2020

Stability of doubly-intractable distributions

Michael Habeck, Daniel Rudolf, Björn Sprungk

Doubly-intractable distributions appear naturally as posterior distributions in Bayesian inference frameworks whenever the likelihood contains a normalizing function . Having tw…

math.ST2018

Maximum likelihood estimation in hidden Markov models with inhomogeneous noise

Manuel Diehn, Axel Munk, Daniel Rudolf

We consider parameter estimation in finite hidden state space Markov models with time-dependent inhomogeneous noise, where the inhomogeneity vanishes sufficiently fast. Based on th…