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04/04/2023
Solidarity of Gibbs Samplers: the spectral gap
Gibbs samplers are preeminent Markov chain Monte Carlo algorithms used i...
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05/24/2022
Stereographic Markov Chain Monte Carlo
High dimensional distributions, especially those with heavy tails, are n...
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04/05/2021
Optimal Scaling of MCMC Beyond Metropolis
The problem of optimally scaling the proposal distribution in a Markov c...
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04/16/2020
Efficient Bernoulli factory MCMC for intractable likelihoods
Accept-reject based Markov chain Monte Carlo (MCMC) algorithms have trad...
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12/19/2019
From the Bernoulli Factory to a Dice Enterprise via Perfect Sampling of Markov Chains
Given a p-coin that lands heads with unknown probability p, we wish to p...
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12/06/2018
A Framework for Adaptive MCMC Targeting Multimodal Distributions
We propose a new Monte Carlo method for sampling from multimodal distrib...
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01/28/2018
Air Markov Chain Monte Carlo
We introduce a class of Adapted Increasingly Rarely Markov Chain Monte C...
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01/28/2018
Adapting The Gibbs Sampler
The popularity of Adaptive MCMC has been fueled on the one hand by its s...
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09/22/2017
