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stat.CO2025
A coupling-based approach to f-divergences diagnostics for Markov chain Monte Carlo
Adrien Corenflos, Hai-Dang Dau
A long-standing gap exists between the theoretical analysis of Markov chain Monte Carlo convergence, which is often based on statistical divergences, and the diagnostics used in pr…
stat.CO2025
Particle Gibbs without the Gibbs bit
Adrien Corenflos
Exact parameter and trajectory inference in state-space models is typically achieved by one of two methods: particle marginal Metropolis-Hastings (PMMH) or particle Gibbs (PGibbs).…