3 papers
stat.CO2018
On the convergence time of some non-reversible Markov chain Monte Carlo methods
Marie Vialaret, Florian Maire
It is commonly admitted that non-reversible Markov chain Monte Carlo (MCMC) algorithms usually yield more accurate MCMC estimators than their reversible counterparts. In this note,…
stat.CO2017
Efficient MCMC for Gibbs Random Fields using pre-computation
Aidan Boland, Nial Friel, Florian Maire
Bayesian inference of Gibbs random fields (GRFs) is often referred to as a doubly intractable problem, since the likelihood function is intractable. The exploration of the posterio…
stat.ME2016
Online EM for Functional Data
Florian Maire, Eric Moulines, Sidonie Lefebvre
A novel approach to perform unsupervised sequential learning for functional data is proposed. Our goal is to extract reference shapes (referred to as templates) from noisy, deforme…