29 citations · 73 across the 15 of their papers we have counts for
Showing 2022Show all
2 papers · 1 filter
stat.CO2022
Improving multiple-try Metropolis with local balancing
Philippe Gagnon, Florian Maire, Giacomo Zanella
Multiple-try Metropolis (MTM) is a popular Markov chain Monte Carlo method with the appealing feature of being amenable to parallel computing. At each iteration, it samples several…
math.ST2022★ 5 cited
Theoretical properties of Bayesian Student- linear regression
Philippe Gagnon, Yoshiko Hayashi
Bayesian Student- linear regression is a common robust alternative to the normal model, but its theoretical properties are not well understood. We aim to fill some gaps by provi…