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20052022
most citedFinding our Way in the Dark: Approximate MCMC for Approximate Bayesian Methods

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math.ST2020

General Behaviour of P-Values Under the Null and Alternative

Yanbo Tang, Radu Craiu, Lei Sun

Hypothesis testing results often rely on simple, yet important assumptions about the behaviour of the distribution of p-values under the null and the alternative. We examine tests…

math.ST2005

Multiprocess parallel antithetic coupling for backward and forward Markov Chain Monte Carlo

Radu V. Craiu, Xiao-Li Meng

Antithetic coupling is a general stratification strategy for reducing Monte Carlo variance without increasing the simulation size. The use of the antithetic principle in the Monte…