207 citations · 565 across the 24 of their papers we have counts for
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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…
stat.CO2014★ 7 cited
Perfect simulation using atomic regeneration with application to Sequential Monte Carlo
Anthony Lee, Arnaud Doucet, Krzysztof Łatuszyński
Consider an irreducible, Harris recurrent Markov chain of transition kernel Π and invariant probability measure π. If Π satisfies a minorization condition, then the split chain all…
stat.CO2014★ 3 cited
Forest resampling for distributed sequential Monte Carlo
Anthony Lee, Nick Whiteley
This paper brings explicit considerations of distributed computing architectures and data structures into the rigorous design of Sequential Monte Carlo (SMC) methods. A theoretical…