155 citations · 955 across the 56 of their papers we have counts for
4 papers · 1 filter
Unbiased estimation of log normalizing constants with applications to Bayesian cross-validation
Maxime Rischard, Pierre E. Jacob, Natesh Pillai
Posterior distributions often feature intractable normalizing constants, called marginal likelihoods or evidence, that are useful for model comparison via Bayes factors. This has m…
Simple Conditions for Metastability of Continuous Markov Chains
Oren Mangoubi, Natesh S. Pillai, Aaron Smith
A family of Markov chains is said to exhibit with if its spectral gap (or some other…
Does Hamiltonian Monte Carlo mix faster than a random walk on multimodal densities?
Oren Mangoubi, Natesh S. Pillai, Aaron Smith
Hamiltonian Monte Carlo (HMC) is a very popular and generic collection of Markov chain Monte Carlo (MCMC) algorithms. One explanation for the popularity of HMC algorithms is their…
Bias correction in daily maximum and minimum temperature measurements through Gaussian process modeling
Maxime Rischard, Natesh Pillai, Karen A. McKinnon
The Global Historical Climatology Network-Daily database contains, among other variables, daily maximum and minimum temperatures from weather stations around the globe. It is long…