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20222026
most citedConsistency of randomized integration methods

4 citations · 10 across the 6 of their papers we have counts for

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math.NA2024★ 1 cited

Optimal convergence rates of MCMC integration for functions with unbounded second moment

Julian Hofstadler

We study the Markov chain Monte Carlo (MCMC) estimator for numerical integration for functions that do not need to be square integrable w.r.t. the invariant distribution. For chain…

math.NA2024★ 3 cited

Almost sure convergence rates of adaptive increasingly rare Markov chain Monte Carlo

Julian Hofstadler, Krzysztof Latuszynski, Gareth O. Roberts +1

We consider adaptive increasingly rare Markov chain Monte Carlo (MCMC) algorithms, which are adaptive MCMC methods, where the adaptation concerning the "past'' happens less and les…