23 citations · 38 across the 29 of their papers we have counts for
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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…
math.PR2013
New isometry of Krall-Laguerre orthogonal polynomials in martingale spaces
Edmundo J. Huertas, Nuria Torrado, Fabrizio Leisen
Sets of orthogonal martingales are importants because they can be used as stochastic integrators in a kind of chaotic representation property, see [20]. In this paper, we revisited…