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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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10/14/2020
Optimal quantisation of probability measures using maximum mean discrepancy
Several researchers have proposed minimisation of maximum mean discrepan...
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05/08/2020
Optimal Thinning of MCMC Output
The use of heuristics to assess the convergence and compress the output ...
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01/13/2020
Considering discrepancy when calibrating a mechanistic electrophysiology model
Uncertainty quantification (UQ) is a vital step in using mathematical mo...
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12/28/2019
The Lévy State Space Model
In this paper we introduce a new class of state space models based on sh...
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02/27/2018