23 citations · 38 across the 29 of their papers we have counts for
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stat.CO2015
Embarrassingly Parallel Sequential Markov-chain Monte Carlo for Large Sets of Time Series
Roberto Casarin, Radu V. Craiu, Fabrizio Leisen
Bayesian computation crucially relies on Markov chain Monte Carlo (MCMC) algorithms. In the case of massive data sets, running the Metropolis-Hastings sampler to draw from the post…
stat.CO2013★ 23 cited
Adaptive Independent Sticky MCMC algorithms
L. Martino, R. Casarin, F. Leisen +1
In this work, we introduce a novel class of adaptive Monte Carlo methods, called adaptive independent sticky MCMC algorithms, for efficient sampling from a generic target probabili…