13 citations · 45 across the 11 of their papers we have counts for
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stat.CO2021★ 13 cited
The G-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models
Willem van den Boom, Alexandros Beskos, Maria De Iorio
Gaussian graphical models can capture complex dependency structures among variables. For such models, Bayesian inference is attractive as it provides principled ways to incorporate…
stat.CO2021★ 10 cited
Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo
Willem van den Boom, Ajay Jasra, Maria De Iorio +2
Markov chain Monte Carlo (MCMC) is a powerful methodology for the approximation of posterior distributions. However, the iterative nature of MCMC does not naturally facilitate its…