1 citations · 2 across the 2 of their papers we have counts for
2 papers
math.OC2012★ 1 cited
Optimisation via Slice Sampling
John R. Birge, Nicholas G. Polson
In this paper, we develop a simulation-based approach to optimisation with multi-modal functions using slice sampling. Our method specifies the objective function as an energy pote…
stat.ME2010★ 1 cited
Local shrinkage rules, Levy processes, and regularized regression
Nicholas G. Polson, James G. Scott
We use Levy processes to generate joint prior distributions, and therefore penalty functions, for a location parameter as p grows large. This generalizes the class of local-global…