110 citations · 156 across the 4 of their papers we have counts for
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stat.CO2015★ 2 cited
Stability of Noisy Metropolis-Hastings
Felipe J. Medina-Aguayo, Anthony Lee, Gareth O. Roberts
Pseudo-marginal Markov chain Monte Carlo methods for sampling from intractable distributions have gained recent interest and have been theoretically studied in considerable depth.…
stat.CO2014★ 7 cited
Perfect simulation using atomic regeneration with application to Sequential Monte Carlo
Anthony Lee, Arnaud Doucet, Krzysztof Łatuszyński
Consider an irreducible, Harris recurrent Markov chain of transition kernel Π and invariant probability measure π. If Π satisfies a minorization condition, then the split chain all…