43 citations · 65 across the 5 of their papers we have counts for
5 papers
Wave function representation of probability distributions
Madeleine B. Thompson
Orthogonal decomposition of the square root of a probability density function in the Hermite basis is a useful low-dimensional parameterization of continuous probability distributi…
Slice Sampling with Adaptive Multivariate Steps: The Shrinking-Rank Method
Madeleine B. Thompson, Radford M. Neal
The shrinking rank method is a variation of slice sampling that is efficient at sampling from multivariate distributions with highly correlated parameters. It requires that the gra…
Graphical Comparison of MCMC Performance
Madeleine B. Thompson
This paper presents a graphical method for comparing performance of Markov Chain Monte Carlo methods. Most researchers present comparisons of MCMC methods using tables of figures o…
A Comparison of Methods for Computing Autocorrelation Time
Madeleine B. Thompson
This paper describes four methods for estimating autocorrelation time and evaluates these methods with a test set of seven series. Fitting an autoregressive process appears to be t…
Covariance-Adaptive Slice Sampling
Madeleine Thompson, Radford M. Neal
We describe two slice sampling methods for taking multivariate steps using the crumb framework. These methods use the gradients at rejected proposals to adapt to the local curvatur…