15 citations · 80 across the 14 of their papers we have counts for
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stat.CO2021★ 11 cited
Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC
Christophe Andrieu, Anthony Lee, Sam Power +1
We investigate the use of a certain class of functional inequalities known as weak Poincaré inequalities to bound convergence of Markov chains to equilibrium. We show that this ena…
math.ST2021★ 2 cited
PDMP Monte Carlo methods for piecewise-smooth densities
Augustin Chevallier, Sam Power, Andi Q. Wang +1
There has been substantial interest in developing Markov chain Monte Carlo algorithms based on piecewise-deterministic Markov processes. However existing algorithms can only be use…
math.PR2021★ 1 cited
Perturbation theory for killed Markov processes and quasi-stationary distributions
Daniel Rudolf, Andi Q. Wang
Motivated by recent developments of quasi-stationary Monte Carlo methods, we investigate the stability of quasi-stationary distributions of killed Markov processes under perturbati…