207 citations · 565 across the 24 of their papers we have counts for
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stat.CO2016★ 3 cited
Anytime Monte Carlo
Lawrence M. Murray, Sumeetpal Singh, Anthony Lee
Monte Carlo algorithms simulate some prescribed number of samples, taking some random real time to complete the computations necessary. This work considers the converse: to impose…
stat.ME2016
Pseudo-marginal Metropolis--Hastings using averages of unbiased estimators
Chris Sherlock, Alexandre Thiery, Anthony Lee
We consider a pseudo-marginal Metropolis--Hastings kernel that is constructed using an average of exchangeable random variables, as well as an analogous kernel that…
stat.CO2016
Which ergodic averages have finite asymptotic variance?
George Deligiannidis, Anthony Lee
We show that the class of functions for which ergodic averages of a reversible Markov chain have finite asymptotic variance is determined by the class of functions for…