2 papers
stat.CO2026
Resampling in conditional SMC algorithms
Axel Finke, Adam M. Johansen, Anthony Lee +1
Conditional sequential Monte Carlo (CSMC) algorithms arise in particle Markov chain Monte Carlo and a number of related settings. As in standard sequential Monte Carlo (SMC) algori…
stat.CO2025
Solving the Poisson equation using coupled Markov chains
Randal Douc, Pierre E. Jacob, Anthony Lee +1
This article shows how coupled Markov chains that meet exactly after a random number of iterations can be used to generate unbiased estimators of the solutions of the Poisson equat…