29 citations · 73 across the 15 of their papers we have counts for
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stat.CO2019★ 7 cited
Informed reversible jump algorithms
Philippe Gagnon
Incorporating information about the target distribution in proposal mechanisms generally produces efficient Markov chain Monte Carlo algorithms (or at least, algorithms that are mo…
stat.CO2019
Non-reversible jump algorithms for Bayesian nested model selection
Philippe Gagnon, Arnaud Doucet
Non-reversible Markov chain Monte Carlo methods often outperform their reversible counterparts in terms of asymptotic variance of ergodic averages and mixing properties. Lifting th…