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03/30/2021
Post-Processing of MCMC
Markov chain Monte Carlo (MCMC) is the engine of modern Bayesian statist...
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01/31/2020
Semi-Exact Control Functionals From Sard's Method
This paper focuses on the numerical computation of posterior expected qu...
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12/22/2019
Discussion of "Unbiased Markov chain Monte Carlo with couplings" by Pierre E. Jacob, John O'Leary and Yves F. Atchadé
This is a contribution for the discussion on "Unbiased Markov chain Mont...
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07/25/2019
BSL: An R Package for Efficient Parameter Estimation for Simulation-Based Models via Bayesian Synthetic Likelihood
Bayesian synthetic likelihood (BSL) is a popular method for estimating t...
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11/13/2018
Regularised Zero-Variance Control Variates for High-Dimensional Variance Reduction
Zero-variance control variates (ZV-CV) are a post-processing method to r...
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11/13/2018
Regularised Zero-Variance Control Variates
Zero-variance control variates (ZV-CV) is a post-processing method to re...
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05/10/2018