70 citations · 369 across the 48 of their papers we have counts for
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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…
math.PR2012★ 2 cited
Variance of partial sums of stationary sequences
George Deligiannidis, Sergey Utev
Let be a centred sequence of weakly stationary random variables with spectral measure and partial sums . We show that $\operatorname {var}(…