207 citations · 565 across the 24 of their papers we have counts for
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stat.CO2017
Unbiased approximations of products of expectations
Anthony Lee, Simone Tiberi, Giacomo Zanella
We consider the problem of approximating the product of expectations with respect to a common probability distribution . Such products routinely arise in statistics as value…
math.ST2017
Variance bounding of delayed-acceptance kernels
Chris Sherlock, Anthony Lee
A delayed-acceptance version of a Metropolis--Hastings algorithm can be useful for Bayesian inference when it is computationally expensive to calculate the true posterior, but a co…