35 citations · 42 across the 4 of their papers we have counts for
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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.ME2017★ 35 cited
Unbiased Markov chain Monte Carlo with couplings
Pierre E. Jacob, John O'Leary, Yves F. Atchadé
Markov chain Monte Carlo (MCMC) methods provide consistent of integrals as the number of iterations goes to infinity. MCMC estimators are generally biased after any fixed number of…