3 papers
stat.CO2026
Mad Props: Parallelism in Markov Chain Monte Carlo Through the Lens of the Infinite Proposal Limit
Nathan E. Glatt-Holtz, Andrew J. Holbrook, Justin A. Krometis +1
Multiproposal MCMC (MP-MCMC) algorithms use clouds of proposals to efficiently traverse state spaces and overcome complex target geometries. While MCMC methods are embarrassingly p…
stat.AP2025
Embracing Uncertainty in "Small Data" Problems: Estimating Earthquakes from Historical Anecdotes
Nathan E. Glatt-Holtz, Ronald A. Harris, Andrew J. Holbrook +4
Seismic risk estimates will be vastly improved with an increased understanding of historical (and pre-historical) seismic events. However the only existing data for these events is…
stat.CO2024
Sacred and Profane: from the Involutive Theory of MCMC to Helpful Hamiltonian Hacks
Nathan E. Glatt-Holtz, Andrew J. Holbrook, Justin A. Krometis +2
In the first edition of this Handbook, two remarkable chapters consider seemingly distinct yet deeply connected subjects ...