2 papers
stat.CO2024
The data augmentation algorithm
Vivekananda Roy, Kshitij Khare, James P. Hobert
The data augmentation (DA) algorithms are popular Markov chain Monte Carlo (MCMC) algorithms often used for sampling from intractable probability distributions. This review article…
stat.ME2024
A geometric approach to informed MCMC sampling
Vivekananda Roy
A Riemannian geometric framework for Markov chain Monte Carlo (MCMC) is developed where using the Fisher-Rao metric on the manifold of probability density functions (pdfs), informe…