26 citations · 55 across the 10 of their papers we have counts for
10 papers
Almost sure convergence rates of adaptive increasingly rare Markov chain Monte Carlo
Julian Hofstadler, Krzysztof Latuszynski, Gareth O. Roberts +1
We consider adaptive increasingly rare Markov chain Monte Carlo (MCMC) algorithms, which are adaptive MCMC methods, where the adaptation concerning the "past'' happens less and les…
From the Bernoulli Factory to a Dice Enterprise via Perfect Sampling of Markov Chains
Giulio Morina, Krzysztof Latuszynski, Piotr Nayar +1
Given a -coin that lands heads with unknown probability , we wish to produce an -coin for a given function . This problem is commonly known…
Air Markov Chain Monte Carlo
Cyril Chimisov, Krzysztof Latuszynski, Gareth Roberts
We introduce a class of Adapted Increasingly Rarely Markov Chain Monte Carlo (AirMCMC) algorithms where the underlying Markov kernel is allowed to be changed based on the whole ava…
Adapting The Gibbs Sampler
Cyril Chimisov, Krzysztof Latuszynski, Gareth Roberts
The popularity of Adaptive MCMC has been fueled on the one hand by its success in applications, and on the other hand, by mathematically appealing and computationally straightforwa…
Individual adaptation: an adaptive MCMC scheme for variable selection problems
Jim Griffin, Krzysztof Latuszynski, Mark Steel
The increasing size of data sets has lead to variable selection in regression becoming increasingly important. Bayesian approaches are attractive since they allow uncertainty about…
Nonasymptotic bounds on the mean square error for MCMC estimates via renewal techniques
Krzysztof Latuszynski, Blazej Miasojedow, Wojciech Niemiro
The Nummellin's split chain construction allows to decompose a Markov chain Monte Carlo (MCMC) trajectory into i.i.d. "excursions". RegenerativeMCMC algorithms based on this techni…