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10/18/2022
Sampling using Adaptive Regenerative Processes
Enriching Brownian Motion with regenerations from a fixed regeneration d...
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10/14/2021
Divide-and-Conquer Monte Carlo Fusion
Combining several (sample approximations of) distributions, which we ter...
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06/10/2021
Bayesian semi-parametric inference for diffusion processes using splines
We introduce a semi-parametric method to simultaneously infer both the d...
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02/16/2021
Unbiased simulation of rare events in continuous time
For rare events described in terms of Markov processes, truly unbiased e...
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02/03/2021
Bayesian Fusion: Scalable unification of distributed statistical analyses
There has recently been considerable interest in addressing the problem ...
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09/22/2020
The computational cost of blocking for sampling discretely observed diffusions
Many approaches for conducting Bayesian inference on discretely observed...
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10/11/2019
Regeneration-enriched Markov processes with application to Monte Carlo
We study a class of Markov processes comprising local dynamics governed ...
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03/25/2019
Simulating bridges using confluent diffusions
Diffusions are a fundamental class of models in many fields, including f...
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01/01/2019