9 citations · 11 across the 2 of their papers we have counts for
2 papers
stat.ME2010★ 9 cited
Adaptive Optimal Scaling of Metropolis-Hastings Algorithms Using the Robbins-Monro Process
P. H. Garthwaite, Y. Fan, S. A. Sisson
We present an adaptive method for the automatic scaling of Random-Walk Metropolis-Hastings algorithms, which quickly and robustly identifies the scaling factor that yields a specif…
stat.CO2010★ 2 cited
A note on target distribution ambiguity of likelihood-free samplers
S. A. Sisson, G. W. Peters, M. Briers +1
Methods for Bayesian simulation in the presence of computationally intractable likelihood functions are of growing interest. Termed likelihood-free samplers, standard simulation al…