166 citations · 615 across the 26 of their papers we have counts for
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stat.ME2016
Pseudo-marginal Metropolis--Hastings using averages of unbiased estimators
Chris Sherlock, Alexandre Thiery, Anthony Lee
We consider a pseudo-marginal Metropolis--Hastings kernel that is constructed using an average of exchangeable random variables, as well as an analogous kernel that…
stat.CO2016
Merging MCMC Subposteriors through Gaussian-Process Approximations
Christopher Nemeth, Chris Sherlock
Markov chain Monte Carlo (MCMC) algorithms have become powerful tools for Bayesian inference. However, they do not scale well to large-data problems. Divide-and-conquer strategies,…
stat.CO2016
Residual-Bridge Constructs for Conditioned Diffusions
Sean Malory, Chris Sherlock
We introduce a new residual-bridge proposal for approximately simulating conditioned diffusions. This proposal is formed by applying the modified diffusion bridge approximation of…