70 citations · 369 across the 48 of their papers we have counts for
Showing stat.MEShow all
2 papers · 1 filter
stat.ME2017★ 70 cited
Piecewise-Deterministic Markov Chain Monte Carlo
Paul Vanetti, Alexandre Bouchard-Côté, George Deligiannidis +1
A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the…
stat.ME2012★ 7 cited
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
Arnaud Doucet, Michael Pitt, George Deligiannidis +1
When an unbiased estimator of the likelihood is used within a Metropolis--Hastings chain, it is necessary to trade off the number of Monte Carlo samples used to construct this esti…