720 citations · 802 across the 4 of their papers we have counts for
4 papers
On nonlinear Markov chain Monte Carlo
Christophe Andrieu, Ajay Jasra, Arnaud Doucet +1
Let be the space of probability measures on a measurable space . In this paper we introduce a class of nonlinear Markov chain Monte Carlo (MCMC) m…
Efficient Bayesian Inference for Switching State-Space Models using Discrete Particle Markov Chain Monte Carlo Methods
Nick Whiteley, Christophe Andrieu, Arnaud Doucet
Switching state-space models (SSSM) are a very popular class of time series models that have found many applications in statistics, econometrics and advanced signal processing. Bay…
The pseudo-marginal approach for efficient Monte Carlo computations
Christophe Andrieu, Gareth O. Roberts
We introduce a powerful and flexible MCMC algorithm for stochastic simulation. The method builds on a pseudo-marginal method originally introduced in [Genetics 164 (2003) 1139--116…
A note on convergence of the equi-energy sampler
Christophe Andrieu, Ajay Jasra, Arnaud Doucet +1
In a recent paper `The equi-energy sampler with applications statistical inference and statistical mechanics' [Ann. Stat. 34 (2006) 1581--1619], Kou, Zhou & Wong have presented a n…