3 citations · 3 across the 2 of their papers we have counts for
3 papers
math.ST2026
Gold standard process Markovian poisoning: a semiparametric approach
Claire Lacour, Pierre Vandekerkhove
We consider in this paper a stochastic process that mixes in time, according to a nonobserved stationary Markov selection process, two separate sources of randomness: i) a stationa…
math.ST2011
A central limit theorem for adaptive and interacting Markov chains
Gersende Fort, Eric Moulines, Pierre Priouret +1
Adaptive and interacting Markov Chains Monte Carlo (MCMC) algorithms are a novel class of non-Markovian algorithms aimed at improving the simulation efficiency for complicated targ…
math.ST2006★ 3 cited
Selection of a MCMC simulation strategy via an entropy convergence criterion
Didier Chauveau, Pierre Vandekerkhove
In MCMC methods, such as the Metropolis-Hastings (MH) algorithm, the Gibbs sampler, or recent adaptive methods, many different strategies can be proposed, often associated in pract…