834 citations · 3.9k across the 95 of their papers we have counts for
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Sampling using Adaptive Regenerative Processes
Hector McKimm, Andi Q Wang, Murray Pollock +2
Enriching Brownian motion with regenerations from a fixed regeneration distribution at a particular regeneration rate results in a Markov process that has a target distribu…
Computing Bayes: From Then 'Til Now'
Gael M. Martin, David T. Frazier, Christian P. Robert
This paper takes the reader on a journey through the history of Bayesian computation, from the 18th century to the present day. Beginning with the one-dimensional integral first co…
The Importance Markov Chain
Charly Andral, Randal Douc, Hugo Marival +1
The Importance Markov chain is a novel algorithm bridging the gap between rejection sampling and importance sampling, moving from one to the other through a tuning parameter. Based…
Evidence estimation in finite and infinite mixture models and applications
Adrien Hairault, Christian P. Robert, Judith Rousseau
Estimating the model evidence - or mariginal likelihood of the data - is a notoriously difficult task for finite and infinite mixture models and we reexamine here different Monte C…