115 citations · 307 across the 11 of their papers we have counts for
4 papers · 1 filter
A fast asynchronous MCMC sampler for sparse Bayesian inference
Yves Atchadé, Liwei Wang
We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computati…
Markov chain Monte Carlo algorithms with sequential proposals
Joonha Park, Yves F. Atchadé
We explore a general framework in Markov chain Monte Carlo (MCMC) sampling where sequential proposals are tried as a candidate for the next state of the Markov chain. This sequenti…
Approximate spectral gaps for Markov chains mixing times in high dimensions
Yves F. Atchadé
This paper introduces a concept of approximate spectral gap to analyze the mixing time of Markov Chain Monte Carlo (MCMC) algorithms for which the usual spectral gap is degenerate…
A cautionary tale on the efficiency of some adaptive Monte Carlo schemes
Yves F. Atchadé
There is a growing interest in the literature for adaptive Markov chain Monte Carlo methods based on sequences of random transition kernels where the kernel is allo…