research
∙
05/05/2023
Dimension-independent spectral gap of polar slice sampling
Polar slice sampling, a Markov chain construction for approximate sampli...
share
research
∙
02/08/2023
Gibbsian polar slice sampling
Polar slice sampling (Roberts Rosenthal, 2002) is a Markov chain app...
research
∙
01/19/2023
Geodesic slice sampling on the sphere
Probability measures that are constrained to the sphere form an importan...
research
∙
01/06/2023
Reversibility of elliptical slice sampling revisited
We discuss the well-definedness of elliptical slice sampling, a Markov c...
research
∙
03/31/2022
Consistency of randomized integration methods
For integrable functions we provide a weak law of large numbers for stru...
research
∙
02/24/2022
Robust random walk-like Metropolis-Hastings algorithms for concentrating posteriors
Motivated by Bayesian inference with highly informative data we analyze ...
research
∙
09/28/2021
Perturbation theory for killed Markov processes and quasi-stationary distributions
We investigate the stability of quasi-stationary distributions of killed...
research
∙
05/07/2021
Geometric convergence of elliptical slice sampling
For Bayesian learning, given likelihood function and Gaussian prior, the...
research
∙
03/22/2021
The minimal spherical dispersion
In this paper we prove upper and lower bounds on the minimal spherical d...
research
∙
03/10/2021
Analyzing cross-talk between superimposed signals: Vector norm dependent hidden Markov models and applications
We propose and investigate a hidden Markov model (HMM) for the analysis ...
research
∙
04/15/2020
Stability of doubly-intractable distributions
Doubly-intractable distributions appear naturally as posterior distribut...
research
∙
11/27/2019
Expected dispersion of uniformly distributed points
The dispersion of a point set in [0,1]^d is the volume of the largest ax...
research
∙
03/09/2019
Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling
We prove Wasserstein contraction of simple slice sampling for approximat...
research
∙
01/21/2019
A weighted Discrepancy Bound of quasi-Monte Carlo Importance Sampling
Importance sampling Monte-Carlo methods are widely used for the approxim...
research
∙
09/25/2018
Perturbation Bounds for Monte Carlo within Metropolis via Restricted Approximations
The Monte Carlo within Metropolis (MCwM) algorithm, interpreted as a per...
research
∙
05/22/2018
Solvable Integration Problems and Optimal Sample Size Selection
We want to compute the integral of a function or the expectation of a ra...
research
∙
05/18/2018
On a Metropolis-Hastings importance sampling estimator
A classical approach for approximating expectations of functions w.r.t. ...
research
∙
04/11/2018