10 citations · 10 across the 3 of their papers we have counts for
3 papers
stat.CO2012★ 10 cited
MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster
S. L. Cotter, G. O. Roberts, A. M. Stuart +1
Many problems arising in applications result in the need to probe a probability distribution for functions. Examples include Bayesian nonparametric statistics and conditioned diffu…
math.PR2007
Markov processes with product-form stationary distribution
Krzysztof Burdzy, David White
We study a class of Markov processes with finite state space and continuous time that have product form stationary distributions. We obtain a number of examples that can generate c…
math.PR2006
Processes with inert drift
David White
We construct a stochastic process whose drift is a function of the process's local time at a reflecting barrier. The process arose as a model of the interactions of a Brownian part…