155 citations · 955 across the 56 of their papers we have counts for
7 papers · 1 filter
Asymptotic Analysis of the Random-Walk Metropolis Algorithm on Ridged Densities
Alexandros Beskos, Gareth Roberts, Alexandre Thiery +1
In this paper we study the asymptotic behavior of the Random-Walk Metropolis algorithm on probability densities with two different `scales', where most of the probability mass is d…
Maximum Likelihood Estimation for Single Particle, Passive Microrheology Data with Drift
John W. R. Mellnik, Martin Lysy, Paula A. Vasquez +5
Volume limitations and low yield thresholds of biological fluids have led to widespread use of passive microparticle rheology. The mean-squared-displacement (MSD) statistics of bea…
Kac's Walk on -sphere mixes in steps
Natesh S. Pillai, Aaron Smith
Determining the mixing time of Kac's random walk on the sphere is a long-standing open problem. We show that the total variation mixing time of Kac's walk on $\m…
Elementary Bounds On Mixing Times for Decomposable Markov Chains
Natesh S. Pillai, Aaron Smith
Many finite-state reversible Markov chains can be naturally decomposed into "projection" and "restriction" chains. In this paper we provide bounds on the total variation mixing tim…
Gaussian Process Regression with Location Errors
Daniel Cervone, Natesh S. Pillai
In this paper, we investigate Gaussian process regression models where inputs are subject to measurement error. In spatial statistics, input measurement errors occur when the geogr…
An unexpected encounter with Cauchy and Lévy
Natesh S. Pillai, Xiao-Li Meng
The Cauchy distribution is usually presented as a mathematical curiosity, an exception to the Law of Large Numbers, or even as an "Evil" distribution in some introductory courses.…
Mixing times for a constrained Ising process on the torus at low density
Natesh S. Pillai, Aaron Smith
We study a kinetically constrained Ising process (KCIP) associated with a graph G and density parameter p; this process is an interacting particle system with state space $\{0,1\}^…