19 citations · 42 across the 13 of their papers we have counts for
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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.ST2004★ 12 cited
The empirical process on Gaussian spherical harmonics
Domenico Marinucci, Mauro Piccioni
We establish weak convergence of the empirical process on the spherical harmonics of a Gaussian random field in the presence of an unknown angular power spectrum. This result sugge…
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…