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20172026
most citedSharpened Generalization Bounds based on Conditional Mutual Information and an Application to Noisy, Iterative Algorithms

40 citations · 104 across the 11 of their papers we have counts for

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math.PR2019

Optimal Scaling and Shaping of Random Walk Metropolis via Diffusion Limits of Block-I.I.D. Targets

Jeffrey Negrea

This work extends Roberts et al. (1997) by considering limits of Random Walk Metropolis (RWM) applied to block IID target distributions, with corresponding block-independent propos…

math.PR2017★ 13 cited

Approximations of Geometrically Ergodic Reversible Markov Chains

Jeffrey Negrea, Jeffrey S. Rosenthal

A common tool in the practice of Markov Chain Monte Carlo is to use approximating transition kernels to speed up computation when the desired kernel is slow to evaluate or intracta…