Dimension‐independent Markov chain Monte Carlo on the sphere

Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling

(2021) Viacheslav Natarovskii et al.   ANNALS OF APPLIED PROBABILITY

A New Unified Approach for the Simulation of a Wide Class of Directional Distributions

(2017) John T. Kent et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Geometric MCMC for infinite-dimensional inverse problems

(2017) Alexandros Beskos et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Diffusion Coefficients Estimation for Elliptic Partial Differential Equations

(2017) Andrea Bonito et al.   SIAM JOURNAL ON MATHEMATICAL ANALYSIS

Establishing some order amongst exact approximations of MCMCs

(2016) Christophe Andrieu et al.   ANNALS OF APPLIED PROBABILITY

On a Generalization of the Preconditioned Crank–Nicolson Metropolis Algorithm

(2016) Daniel Rudolf et al.   FOUNDATIONS OF COMPUTATIONAL MATHEMATICS

A Bayesian level set method for geometric inverse problems

(2016) Marco Iglesias et al.   INTERFACES AND FREE BOUNDARIES

Hierarchical Bayesian level set inversion

(2016) Matthew M. Dunlop et al.   STATISTICS AND COMPUTING

Concentration inequalities for Markov chains by Marton couplings and spectral methods

(2015) Daniel Paulin   ELECTRONIC JOURNAL OF PROBABILITY

Expository Paper: A primer on homogenization of elliptic PDEs with stationary and ergodic random coefficient functions

(2015) Alen Alexanderian   ROCKY MOUNTAIN JOURNAL OF MATHEMATICS

On a Mixture Model for Directional Data on the Sphere

(2015) Jürgen Franke et al.   SCANDINAVIAN JOURNAL OF STATISTICS

Error bounds of MCMC for functions with unbounded stationary variance

(2015) Daniel Rudolf et al.   STATISTICS & PROBABILITY LETTERS

Dimension-Independent MCMC Sampling for Inverse Problems with Non-Gaussian Priors

(2015) Sebastian J. Vollmer   SIAM-ASA Journal on Uncertainty Quantification

Spectral gaps for a Metropolis–Hastings algorithm in infinite dimensions

(2014) Martin Hairer et al.   ANNALS OF APPLIED PROBABILITY

Nonasymptotic bounds on the estimation error of MCMC algorithms

(2013) Krzysztof Łatuszyński et al.   BERNOULLI

Geodesic Monte Carlo on Embedded Manifolds

(2013) Simon Byrne et al.   SCANDINAVIAN JOURNAL OF STATISTICS

MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster

(2013) S. L. Cotter et al.   STATISTICAL SCIENCE

Explicit error bounds for Markov chain Monte Carlo

(2012) Daniel Rudolf   Dissertationes Mathematicae

Directional data analysis under the general projected normal distribution

(2012) Fangpo Wang et al.   Statistical Methodology

Modeling the orientation distribution function by mixtures of angular central Gaussian distributions

(2011) K. Tabelow et al.   JOURNAL OF NEUROSCIENCE METHODS

A new proof of convergence of MCMC via the ergodic theorem

(2011) Søren Asmussen et al.   STATISTICS & PROBABILITY LETTERS

Hybrid Monte Carlo on Hilbert spaces

(2011) A. Beskos et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Rigorous confidence bounds for MCMC under a geometric drift condition

(2010) Krzysztof Łatuszyński et al.   JOURNAL OF COMPLEXITY

Looking for Shapes in Two-Dimensional Cluttered Point Clouds

(2008) A. Srivastava et al.   IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE

MCMC METHODS FOR DIFFUSION BRIDGES

(2008) ALEXANDROS BESKOS et al.   Stochastics and Dynamics