45 citations · 150 across the 12 of their papers we have counts for
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math.PR2014★ 10 cited
Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms
Radu V. Craiu, Lawrence Gray, Krzysztof Łatuszyński +3
We consider whether ergodic Markov chains with bounded step size remain bounded in probability when their transitions are modified by an adversary on a bounded subset. We provide c…
math.PR2011★ 1 cited
CLTs and asymptotic variance of time-sampled Markov chains
Krzysztof Latuszynski, Gareth O. Roberts
For a Markov transition kernel and a probability distribution on nonnegative integers, a time-sampled Markov chain evolves according to the transition kernel $P_μ = \sum_k…