167 citations · 623 across the 43 of their papers we have counts for
4 papers · 1 filter
On the accept-reject mechanism for Metropolis-Hastings algorithms
Nathan E. Glatt-Holtz, Justin A. Krometis, Cecilia F. Mondaini
This work develops a powerful and versatile framework for determining acceptance ratios in Metropolis-Hastings type Markov kernels widely used in statistical sampling problems. Our…
Sensitivity of steady states in a degenerately-damped stochastic Lorenz system
Juraj Foldes, Nathan E. Glatt-Holtz, David P. Herzog
We study stability of solutions for a randomly driven and degenerately damped version of the Lorenz '63 model. Specifically, we prove that when damping is absent in one of the temp…
Methodological reconstruction of historical seismic events from anecdotal accounts of destructive tsunamis: a case study for the great 1852 Banda arc mega-thrust earthquake and tsunami
Hayden Ringer, Jared P. Whitehead, Justin Krometis +14
We demonstrate the efficacy of a Bayesian statistical inversion framework for reconstructing the likely characteristics of large pre-instrumentation earthquakes from historical rec…
Mixing Rates for Hamiltonian Monte Carlo Algorithms in Finite and Infinite Dimensions
Nathan E. Glatt-Holtz, Cecilia F. Mondaini
We establish the geometric ergodicity of the preconditioned Hamiltonian Monte Carlo (HMC) algorithm defined on an infinite-dimensional Hilbert space, as developed in [Beskos et al.…