2 papers
stat.ME2026
Metropolis--Hastings with Scalable Subsampling
Estevão Prado, Christopher Nemeth, Chris Sherlock
The Metropolis-Hastings (MH) algorithm is one of the most widely used Markov Chain Monte Carlo schemes for generating samples from Bayesian posterior distributions. The algorithm i…
stat.ME2025
MCMC for State Space models
Paul Fearnhead, Chris Sherlock
A state-space model is a time-series model that has an unobserved latent process from which we take noisy measurements over time. The observations are conditionally independent giv…