3.1k citations · 3.8k across the 32 of their papers we have counts for
Showing 2012Show all
3 papers · 1 filter
math.ST2012★ 41 cited
Markov Chain Monte Carlo Estimation of Quantiles
Charles Doss, James M. Flegal, Galin L. Jones +1
We consider quantile estimation using Markov chain Monte Carlo and establish conditions under which the sampling distribution of the Monte Carlo error is approximately Normal. Furt…
math.ST2012
On the Geometric Ergodicity of Two-Variable Gibbs Samplers
Aixin Tan, Galin L. Jones, James P. Hobert
A Markov chain is geometrically ergodic if it converges to its in- variant distribution at a geometric rate in total variation norm. We study geo- metric ergodicity of deterministi…
stat.CO2012★ 3.1k cited
MCMC using Hamiltonian dynamics
Radford M. Neal
Hamiltonian dynamics can be used to produce distant proposals for the Metropolis algorithm, thereby avoiding the slow exploration of the state space that results from the diffusive…