26 citations · 42 across the 4 of their papers we have counts for
5 papers
Penalised t-walk MCMC
Felipe J Medina-Aguayo, J Andrés Christen
Handling multimodality that commonly arises from complicated statistical models remains a challenge. Current Markov chain Monte Carlo (MCMC) methodology tackling this subject is ba…
Revisiting the balance heuristic for estimating normalising constants
Felipe J Medina-Aguayo, Richard G Everitt
Multiple importance sampling estimators are widely used for computing intractable constants due to its reliability and robustness. The celebrated balance heuristic estimator belong…
Perturbation Bounds for Monte Carlo within Metropolis via Restricted Approximations
Felipe Medina-Aguayo, Daniel Rudolf, Nikolaus Schweizer
The Monte Carlo within Metropolis (MCwM) algorithm, interpreted as a perturbed Metropolis-Hastings (MH) algorithm, provides an approach for approximate sampling when the target dis…
Sequential Monte Carlo with transformations
Richard G Everitt, Richard Culliford, Felipe Medina-Aguayo +1
This paper introduces methodology for performing Bayesian inference sequentially on a sequence of posteriors on spaces of different dimensions. We show how this may be achieved thr…
Stability of Noisy Metropolis-Hastings
Felipe J. Medina-Aguayo, Anthony Lee, Gareth O. Roberts
Pseudo-marginal Markov chain Monte Carlo methods for sampling from intractable distributions have gained recent interest and have been theoretically studied in considerable depth.…