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stat.ME2021
Bayesian Fusion: Scalable unification of distributed statistical analyses
Hongsheng Dai, Murray Pollock, Gareth Roberts
There has recently been considerable interest in addressing the problem of unifying distributed statistical analyses into a single coherent inference. This problem naturally arises…
math.ST2021
Unbiased simulation of rare events in continuous time
James Hodgson, Adam M. Johansen, Murray Pollock
For rare events described in terms of Markov processes, truly unbiased estimation of the rare event probability generally requires the avoidance of numerical approximations of the…