1 citations · 1 across the 3 of their papers we have counts for
3 papers
Delayed Acceptance Slice Sampling
Kevin Bitterlich, Daniel Rudolf, Björn Sprungk
Slice sampling is a well-established Markov chain Monte Carlo method for approximate sampling of target distributions which are only known up to a normalizing constant. The method…
Large SVARs
Jonas E. Arias, Juan F. Rubio-Ramírez, Daniel Rudolf +1
We develop a new algorithm for inference in structural vector autoregressions (SVARs) identified with sign restrictions that can accommodate big data and modern identification sche…
Weak Poincaré inequality comparisons for ideal and hybrid slice sampling
Sam Power, Daniel Rudolf, Björn Sprungk +1
Using the framework of weak Poincaré inequalities, we provide a general comparison between Hybrid and Ideal Slice Sampling in terms of their corresponding Dirichlet forms. In parti…