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math.ST2025
Reversible Markov chains: variational representations and ordering
Chris Sherlock
This pedagogical document explains three variational representations that are useful when comparing the efficiencies of reversible Markov chains: (i) the Dirichlet form and the ass…
math.ST2024
Variance bounds and robust tuning for pseudo-marginal Metropolis--Hastings algorithms
Chris Sherlock
The general applicability and ease of use of the pseudo-marginal Metropolis--Hastings (PMMH) algorithm, and particle Metropolis--Hastings in particular, makes it a popular method f…