61 citations · 294 across the 31 of their papers we have counts for
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math.ST2017
Dimension-free Wasserstein contraction of nonlinear filters
Nick Whiteley
For a class of partially observed diffusions, conditions are given for the map from the initial condition of the signal to filtering distribution to be contractive with respect to…
math.ST2016★ 4 cited
Sampling normalizing constants in high dimensions using inhomogeneous diffusions
Christophe Andrieu, James Ridgway, Nick Whiteley
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of t…
math.ST2014
Perfect sampling for nonhomogeneous Markov chains and hidden Markov models
Nick Whiteley, Anthony Lee
We obtain a perfect sampling characterization of weak ergodicity for backward products of finite stochastic matrices, and equivalently, simultaneous tail triviality of the correspo…