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stat.CO2025
Some aspects of robustness in modern Markov Chain Monte Carlo
Sam Power, Giorgos Vasdekis
Markov Chain Monte Carlo (MCMC) is a flexible approach to approximate sampling from intractable probability distributions, with a rich theoretical foundation and comprising a wealt…
math.PR2025
Foundations of locally-balanced Markov processes
Samuel Livingstone, Giorgos Vasdekis, Giacomo Zanella
We formally introduce and study locally-balanced Markov jump processes (LBMJPs) defined on a general state space. These continuous-time stochastic processes with a user-specified l…
stat.CO2025
Sampling with time-changed Markov processes
Andrea Bertazzi, Giorgos Vasdekis
We study time-changed Markov processes to speed up the convergence of Markov chain Monte Carlo (MCMC) algorithms. The time-changed process is defined by adjusting the speed of time…