activity
20132021
most citedThe prior can generally only be understood in the context of the likelihood

465 citations · 543 across the 10 of their papers we have counts for

collaborators

16 papers

math.PR2021

A Short Review of Ergodicity and Convergence of Markov chain Monte Carlo Estimators

Michael Betancourt

This short note reviews the basic theory for quantifying both the asymptotic and preasymptotic convergence of Markov chain Monte Carlo estimators.

math.PR2021

A Unifying and Canonical Description of Measure-Preserving Diffusions

Alessandro Barp, So Takao, Michael Betancourt +2

A complete recipe of measure-preserving diffusions in Euclidean space was recently derived unifying several MCMC algorithms into a single framework. In this paper, we develop a geo…

stat.ME20216 cited

Workflow Techniques for the Robust Use of Bayes Factors

Daniel J. Schad, Bruno Nicenboim, Paul-Christian Bürkner +2

Inferences about hypotheses are ubiquitous in the cognitive sciences. Bayes factors provide one general way to compare different hypotheses by their compatibility with the observed…

stat.CO20202 cited

The Discrete Adjoint Method: Efficient Derivatives for Functions of Discrete Sequences

Michael Betancourt, Charles C. Margossian, Vianey Leos-Barajas

Gradient-based techniques are becoming increasingly critical in quantitative fields, notably in statistics and computer science. The utility of these techniques, however, ultimatel…

stat.OT2019

Incomplete Reparameterizations and Equivalent Metrics

Michael Betancourt

Reparameterizing a probabilisitic system is common advice for improving the performance of a statistical algorithm like Markov chain Monte Carlo, even though in theory such reparam…

stat.ME2019

Toward a principled Bayesian workflow in cognitive science

Daniel J. Schad, Michael Betancourt, Shravan Vasishth

Experiments in research on memory, language, and in other areas of cognitive science are increasingly being analyzed using Bayesian methods. This has been facilitated by the develo…