70 citations · 315 across the 30 of their papers we have counts for
Showing 2014Show all
3 papers · 1 filter
stat.CO2014★ 8 cited
Establishing some order amongst exact approximations of MCMCs
Christophe Andrieu, Matti Vihola
Exact approximations of Markov chain Monte Carlo (MCMC) algorithms are a general emerging class of sampling algorithms. One of the main ideas behind exact approximations consists o…
math.PR2014★ 18 cited
Conditional convex orders and measurable martingale couplings
Lasse Leskelä, Matti Vihola
Strassen's classical martingale coupling theorem states that two real-valued random variables are ordered in the convex (resp.\ increasing convex) stochastic order if and only if t…
math.ST2014★ 1 cited
Convergence of Markovian Stochastic Approximation with discontinuous dynamics
Gersende Fort, Eric Moulines, Amandine Schreck +1
This paper is devoted to the convergence analysis of stochastic approximation algorithms of the form where is…