research
∙
03/30/2021
Post-Processing of MCMC
Markov chain Monte Carlo (MCMC) is the engine of modern Bayesian statist...
share
research
∙
01/31/2020
Semi-Exact Control Functionals From Sard's Method
This paper focuses on the numerical computation of posterior expected qu...
research
∙
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...
research
∙
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...
research
∙
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...
research
∙
11/13/2018
Regularised Zero-Variance Control Variates
Zero-variance control variates (ZV-CV) is a post-processing method to re...
research
∙
05/10/2018
