70 citations · 83 across the 3 of their papers we have counts for
3 papers
Estimating Convergence of Markov chains with L-Lag Couplings
Niloy Biswas, Pierre E. Jacob, Paul Vanetti
Markov chain Monte Carlo (MCMC) methods generate samples that are asymptotically distributed from a target distribution of interest as the number of iterations goes to infinity. Va…
Scalable Metropolis-Hastings for Exact Bayesian Inference with Large Datasets
Robert Cornish, Paul Vanetti, Alexandre Bouchard-Côté +2
Bayesian inference via standard Markov Chain Monte Carlo (MCMC) methods is too computationally intensive to handle large datasets, since the cost per step usually scales like $Θ(n)…
Piecewise-Deterministic Markov Chain Monte Carlo
Paul Vanetti, Alexandre Bouchard-Côté, George Deligiannidis +1
A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the…