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math.PR2016
A Dirichlet Form approach to MCMC Optimal Scaling
Giacomo Zanella, Wilfrid S. Kendall, Mylène Bédard
This paper develops the use of Dirichlet forms to deliver proofs of optimal scaling results for Markov chain Monte Carlo algorithms (specifically, Metropolis-Hastings random walk s…
math.PR2015
Branching-stable point processes
Giacomo Zanella, Sergei Zuyev
The notion of stability can be generalised to point processes by defining the scaling operation in a randomised way: scaling a configuration by corresponds to letting such a co…