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stat.CO2025
Sequential Markov Chain Monte Carlo for Filtering of State-Space Models with Low or Degenerate Observation Noise
Abylay Zhumekenov, Alexandros Beskos, Dan Crisan +2
We consider the discrete-time filtering problem in scenarios where the observation noise is degenerate or low. More precisely, one is given access to a discrete time observation se…
math.ST2025
Mixing Time Bounds for the Gibbs Sampler under Isoperimetry
Alexander Goyal, George Deligiannidis, Nikolas Kantas
We establish bounds on the conductance for the systematic-scan and random-scan Gibbs samplers when the target distribution satisfies a Poincaré or log-Sobolev inequality and posses…