986 citations · 1.3k across the 10 of their papers we have counts for
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Scalable iterative methods for sampling from massive Gaussian random vectors
Daniel P. Simpson, Ian W. Turner, Christopher M. Strickland +1
Sampling from Gaussian Markov random fields (GMRFs), that is multivariate Gaussian ran- dom vectors that are parameterised by the inverse of their covariance matrix, is a fundament…
Importance Nested Sampling and the MultiNest Algorithm
F. Feroz, M. P. Hobson, E. Cameron +1
Bayesian inference involves two main computational challenges. First, in estimating the parameters of some model for the data, the posterior distribution may well be highly multi-m…
Recursive Pathways to Marginal Likelihood Estimation with Prior-Sensitivity Analysis
Ewan Cameron, Anthony Pettitt
We investigate the utility to computational Bayesian analyses of a particular family of recursive marginal likelihood estimators characterized by the (equivalent) algorithms known…