1 citations · 1 across the 1 of their papers we have counts for
2 papers
stat.ME2021★ 1 cited
Couplings of the Random-Walk Metropolis algorithm
John O'Leary
Couplings play a central role in contemporary Markov chain Monte Carlo methods and in the analysis of their convergence to stationarity. In most cases, a coupling must induce relat…
stat.CO2020
Maximal couplings of the Metropolis-Hastings algorithm
John O'Leary, Guanyang Wang, Pierre E. Jacob
Couplings play a central role in the analysis of Markov chain Monte Carlo algorithms and appear increasingly often in the algorithms themselves, e.g. in convergence diagnostics, pa…