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most citedConditions for rapid mixing of parallel and simulated tempering on multimodal distributions

96 citations · 270 across the 30 of their papers we have counts for

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22 papers · 1 filter

math.PR2021

Tail inequalities for restricted classes of discrete random variables

Mark Huber

Let be an integrable discrete random variable over with for all . Then for any integer , $\mat…

math.PR2020

Generating from the Strauss Process using stitching

Mark Huber

The STrauss process is a point process with unnormalized density with respect to a Poisson point process, where each pair of points within a specified distance of each other co…

math.PR2018

Halving the bounds for the Markov, Chebyshev, and Chernoff Inequalities using smoothing

Mark Huber

The Markov, Chebyshev, and Chernoff inequalities are some of the most widely used methods for bounding the tail probabilities of random variables. In all three cases, the bounds ar…

math.PR2017★ 2 cited

Bernoulli Correlations and Cut Polytopes

Mark Huber, Nevena Maric

Given symmetric Bernoulli variables, what can be said about their correlation matrix viewed as a vector? We show that the set of those vectors is a polytope…

math.PR2017★ 1 cited

The Fundamental Theorem of Perfect Simulation

Mark Huber

Here several perfect simulation algorithms are brought under a single framework, and shown to derive from the same probabilistic result, called here the Fundamental Theorem of Perf…

math.PR2015

Fast Perfect Simulation of Vervaat Perpetutities

Kirkwood Cloud, Mark Huber

This work presents a faster method of simulating exactly from a distribution known as a Vervaat perpetuity. A parameter of the Vervaat perpetuity is . An earlier m…