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math.PR2004★ 19 cited
Optimal Scaling of Mala for Nonlinear Regression
Laird Arnault Breyer, Mauro Piccioni, Sergio Scarlatti
We address the problem of simulating efficiently from the posterior distribution over the parameters of a particular class of nonlinear regression models using a Langevin-Metropoli…
math.PR2004
Perfect simulation for unilateral fields
Emilio De Santis, Mauro Piccioni
In this paper we consider two-point unilateral Markov fields on a two-dimensional lattice as considered by Pickard, Galbraith and Walley. We show that, under various ergodicity con…