activity
20092023
most citedNonasymptotic bounds on the estimation error of MCMC algorithms

34 citations · 76 across the 11 of their papers we have counts for

collaborators

11 papers

stat.AP2023★ 2 cited

Network Model with Application to Allergy Diseases

Konrad Furmańczyk, Wojciech Niemiro, Mariola Chrzanowska +1

We propose a new graphical model to describe the comorbidity of allergic diseases. We present our model in two versions. First, we introduce a generative model that correctly refle…

math.ST2018

Asymptotics of maximum likelihood estimators based on Markov chain Monte Carlo methods

Błażej Miasojedow, Wojciech Niemiro, Wojciech Rejchel

In many complex statistical models maximum likelihood estimators cannot be calculated. In the paper we solve this problem using Markov chain Monte Carlo approximation of the true l…

stat.CO2017

Particle MCMC with Poisson Resampling: Parallelization and Continuous Time Models

Tomasz Cąkała, Błażej Miasojedow, Wojciech Niemiro

We introduce a new version of particle filter in which the number of "children" of a particle at a given time has a Poisson distribution. As a result, the number of particles is ra…

stat.CO2015★ 3 cited

Particle Gibbs algorithms for Markov jump processes

Blazej Miasojedow, Wojciech Niemiro

In the present paper we propose a new MCMC algorithm for sampling from the posterior distribution of hidden trajectory of a Markov jump process. Our algorithm is based on the idea…

stat.ME2014★ 1 cited

Asymptotics of Monte Carlo maximum likelihood estimators

Blazej Miasojedow, Wojciech Niemiro, Jan Palczewski +1

We describe Monte Carlo approximation to the maximum likelihood estimator in models with intractable norming constants and explanatory variables. We consider both sources of random…

stat.ME2014★ 1 cited

Adaptive Monte Carlo Maximum Likelihood

Blazej Miasojedow, Wojciech Niemiro, Jan Palczewski +1

We consider Monte Carlo approximations to the maximum likelihood estimator in models with intractable norming constants. This paper deals with adaptive Monte Carlo algorithms, whic…