45 citations · 150 across the 12 of their papers we have counts for
3 papers · 1 filter
Nonasymptotic bounds on the estimation error of MCMC algorithms
Krzysztof Łatuszyński, Błażej Miasojedow, Wojciech Niemiro
We address the problem of upper bounding the mean square error of MCMC estimators. Our analysis is nonasymptotic. We first establish a general result valid for essentially all ergo…
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…
Adaptive Gibbs samplers and related MCMC methods
Krzysztof Łatuszyński, Gareth O. Roberts, Jeffrey S. Rosenthal
We consider various versions of adaptive Gibbs and Metropolis-within-Gibbs samplers, which update their selection probabilities (and perhaps also their proposal distributions) on t…