756 citations · 1.5k across the 42 of their papers we have counts for
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math.ST2019★ 14 cited
Jump Markov Chains and Rejection-Free Metropolis Algorithms
J. S. Rosenthal, A. Dote, K. Dabiri +3
We consider versions of the Metropolis algorithm which avoid the inefficiency of rejections. We first illustrate that a natural Uniform Selection Algorithm might not converge to th…
stat.CO2019★ 4 cited
Optimal Scaling of Random-Walk Metropolis Algorithms on General Target Distributions
Jun Yang, Gareth O. Roberts, Jeffrey S. Rosenthal
One main limitation of the existing optimal scaling results for Metropolis--Hastings algorithms is that the assumptions on the target distribution are unrealistic. In this paper, w…