A survey of Monte Carlo methods for noisy and costly densities with application to reinforcement learning and ABCInternational Statistical Review (ISR), 2021 |
A Survey of Monte Carlo Methods for Parameter EstimationEURASIP Journal on Advances in Signal Processing (EURASIP JASP), 2020 |
Perturbation Bounds for Monte Carlo within Metropolis via Restricted
ApproximationsStochastic Processes and their Applications (SPA), 2018 |
Markov Chain Monte Carlo with the Integrated Nested Laplace
ApproximationStatistics and computing (Stat. Comput.), 2017 |
On Coupling Particle Filter TrajectoriesStatistics and computing (Stat. Comput.), 2016 |