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stat.ME2024
Laplace approximation for Bayesian variable selection via Le Cam's one-step procedure
Tianrui Hou, Liwei Wang, Yves Atchadé
Variable selection in high-dimensional spaces is a pervasive challenge in contemporary scientific exploration and decision-making. However, existing approaches that are known to en…
stat.ME2024
Unbiased Markov Chain Monte Carlo: what, why, and how
Yves F. Atchadé, Pierre E. Jacob
This document presents methods to remove the initialization or burn-in bias from Markov chain Monte Carlo (MCMC) estimates, with consequences on parallel computing, convergence dia…