93 citations · 746 across the 53 of their papers we have counts for
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math.NA2014
Sharp entrywise perturbation bounds for Markov chains
Erik Thiede, Brian Van Koten, Jonathan Weare
For many Markov chains of practical interest, the invariant distribution is extremely sensitive to perturbations of some entries of the transition matrix, but insensitive to others…
math.PR2014
The Brownian fan
Martin Hairer, Jonathan Weare
We provide a mathematical study of the modified Diffusion Monte Carlo (DMC) algorithm introduced in the companion article \cite{DMC}. DMC is a simulation technique that uses branch…