61 citations · 164 across the 17 of their papers we have counts for
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stat.CO2020★ 1 cited
A simple Markov chain for independent Bernoulli variables conditioned on their sum
Jeremy Heng, Pierre E. Jacob, Nianqiao Ju
We consider a vector of independent binary variables, each with a different probability of success. The distribution of the vector conditional on its sum is known as the condit…
stat.CO2020★ 7 cited
An invitation to sequential Monte Carlo samplers
Chenguang Dai, Jeremy Heng, Pierre E. Jacob +1
Statisticians often use Monte Carlo methods to approximate probability distributions, primarily with Markov chain Monte Carlo and importance sampling. Sequential Monte Carlo sample…