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01/15/2022
Quasi-Newton acceleration of EM and MM algorithms via Broyden's method
The principle of majorization-minimization (MM) provides a general frame...
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08/30/2021
A principled stopping rule for importance sampling
Importance sampling (IS) is a Monte Carlo technique that relies on weigh...
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09/03/2020
Globally-centered autocovariances in MCMC
Autocovariances are a fundamental quantity of interest in Markov chain M...
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03/01/2019
