124 citations · 296 across the 15 of their papers we have counts for
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math.PR2014★ 1 cited
Stochastic billiards for sampling from the boundary of a convex set
A. B. Dieker, Santosh Vempala
Stochastic billiards can be used for approximate sampling from the boundary of a bounded convex set through the Markov Chain Monte Carlo (MCMC) paradigm. This paper studies how man…
math.PR2014
Exact simulation of Brown-Resnick random fields at a finite number of locations
A. B. Dieker, T. Mikosch
We propose an exact simulation method for Brown-Resnick random fields, building on new representations for these stationary max-stable fields. The main idea is to apply suitable ch…