196 citations · 1.2k across the 19 of their papers we have counts for
Showing 2013 · stat.COShow all
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stat.CO2013★ 23 cited
Adaptive Independent Sticky MCMC algorithms
L. Martino, R. Casarin, F. Leisen +1
In this work, we introduce a novel class of adaptive Monte Carlo methods, called adaptive independent sticky MCMC algorithms, for efficient sampling from a generic target probabili…
stat.CO2013★ 1 cited
Extremely efficient generation of Gamma random variables for α>= 1
Luca Martino, David Luengo
The Gamma distribution is well-known and widely used in many signal processing and communications applications. In this letter, a simple and extremely efficient accept/reject algor…