207 citations · 565 across the 24 of their papers we have counts for
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stat.CO2020★ 11 cited
A general perspective on the Metropolis-Hastings kernel
Christophe Andrieu, Anthony Lee, Sam Livingstone
Since its inception the Metropolis-Hastings kernel has been applied in sophisticated ways to address ever more challenging and diverse sampling problems. Its success stems from the…
stat.CO2020★ 4 cited
Accelerating sequential Monte Carlo with surrogate likelihoods
Joshua J Bon, Anthony Lee, Christopher Drovandi
Delayed-acceptance is a technique for reducing computational effort for Bayesian models with expensive likelihoods. Using a delayed-acceptance kernel for Markov chain Monte Carlo c…