43 citations · 54 across the 3 of their papers we have counts for
3 papers
stat.CO2010★ 7 cited
Slice Sampling with Adaptive Multivariate Steps: The Shrinking-Rank Method
Madeleine B. Thompson, Radford M. Neal
The shrinking rank method is a variation of slice sampling that is efficient at sampling from multivariate distributions with highly correlated parameters. It requires that the gra…
stat.CO2010★ 4 cited
Graphical Comparison of MCMC Performance
Madeleine B. Thompson
This paper presents a graphical method for comparing performance of Markov Chain Monte Carlo methods. Most researchers present comparisons of MCMC methods using tables of figures o…
stat.CO2010★ 43 cited
A Comparison of Methods for Computing Autocorrelation Time
Madeleine B. Thompson
This paper describes four methods for estimating autocorrelation time and evaluates these methods with a test set of seven series. Fitting an autoregressive process appears to be t…