18 citations · 29 across the 5 of their papers we have counts for
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stat.CO2023
Sampling from a Gaussian distribution conditioned on the level set of a piecewise affine, continuous function
Jesse Windle
We consider how to use Hamiltonian Monte Carlo to sample from a distribution whose log-density is piecewise quadratic, conditioned on the sample lying on the level set of a piecewi…
stat.CO2014★ 18 cited
Sampling Polya-Gamma random variates: alternate and approximate techniques
Jesse Windle, Nicholas G. Polson, James G. Scott
Efficiently sampling from the Pólya-Gamma distribution, , is an essential element of Pólya-Gamma data augmentation. Polson et. al (2013) show how to efficiently sample f…
stat.CO2013★ 10 cited
Efficient Data Augmentation in Dynamic Models for Binary and Count Data
Jesse Windle, Carlos M. Carvalho, James G. Scott +1
Dynamic linear models with Gaussian observations and Gaussian states lead to closed-form formulas for posterior simulation. However, these closed-form formulas break down when the…