465 citations · 543 across the 10 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
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…