86 citations · 512 across the 43 of their papers we have counts for
3 papers · 1 filter
Variance Reduction for Metropolis-Hastings Samplers
Angelos Alexopoulos, Petros Dellaportas, Michalis K. Titsias
We introduce a general framework that constructs estimators with reduced variance for random walk Metropolis and Metropolis-adjusted Langevin algorithms. The resulting estimators r…
The Hamming Ball Sampler
Michalis K. Titsias, Christopher Yau
We introduce the Hamming Ball Sampler, a novel Markov Chain Monte Carlo algorithm, for efficient inference in statistical models involving high-dimensional discrete state spaces. T…
Statistical Inference in Hidden Markov Models using -segment Constraints
Michalis K. Titsias, Christopher Yau, Christopher C. Holmes
Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted…