8 citations · 8 across the 3 of their papers we have counts for
3 papers
Conjugate gradient methods for high-dimensional GLMMs
Andrea Pandolfi, Omiros Papaspiliopoulos, Giacomo Zanella
Generalized linear mixed models (GLMMs) are a widely used tool in statistical analysis. The main bottleneck of many computational approaches lies in the inversion of the high dimen…
Linear-cost unbiased posterior estimates for crossed effects and matrix factorization models via couplings
Paolo Maria Ceriani, Andrea Pandolfi, Giacomo Zanella
We design and analyze unbiased Markov chain Monte Carlo (MCMC) schemes based on couplings of blocked Gibbs samplers (BGSs), whose total computational costs scale linearly with the…
Approximate filtering via discrete dual processes
Guillaume Kon Kam King, Andrea Pandolfi, Marco Piretto +1
We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal l…