26 citations · 60 across the 7 of their papers we have counts for
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stat.CO2026
Exact Simulation of Diffusions via Brownian Bridge Range Reconstruction
Radu Herbei, Kumar Somnath
We develop an exact simulation algorithm for scalar diffusion paths and diffusion bridges when the Poisson potential is unbounded in both tails. The method reconstructs the realize…
stat.CO2017
Bayesian Inference of Selection in the Wright-Fisher Diffusion Model
Jeffrey J. Gory, Radu Herbei, Laura S. Kubatko
The increasing availability of population-level allele frequency data across one or more related populations necessitates the development of methods that can efficiently estimate p…
stat.CO2010★ 26 cited
Exact sampling for intractable probability distributions via a Bernoulli factory
James M. Flegal, Radu Herbei
Many applications in the field of statistics require Markov chain Monte Carlo methods. Determining appropriate starting values and run lengths can be both analytically and empirica…