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20122022
most citedA Simple Number Theoretic Result

4 citations · 4 across the 4 of their papers we have counts for

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math.PR2019

Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities

Jure Vogrinc, Wilfrid Stephen Kendall

For sufficiently smooth targets of product form it is known that the variance of a single coordinate of the proposal in RWM (Random walk Metropolis) and MALA (Metropolis adjusted L…