Maximal couplings of the Metropolis-Hastings algorithm

16 October 2020

Papers citing "Maximal couplings of the Metropolis-Hastings algorithm"

10 / 10 papers shown

Title
When are Unbiased Monte Carlo Estimators More Preferable than Biased Ones? Guanyang Wang Jose Blanchet Peter Glynn 88 1 0 01 Apr 2024
Optimal randomized multilevel Monte Carlo for repeatedly nested expectations Yasa Syed Guanyang Wang 71 5 0 10 Jan 2023
Unbiased Estimation using Underdamped Langevin Dynamics Hamza Ruzayqat Neil K. Chada Ajay Jasra 70 5 0 14 Jun 2022
Solving the Poisson equation using coupled Markov chains Randal Douc Pierre E. Jacob Anthony Lee Dootika Vats 108 10 0 12 Jun 2022
Unbiased Multilevel Monte Carlo methods for intractable distributions: MLMC meets MCMC Guanyang Wang T. Wang 89 15 0 11 Apr 2022
The Coupled Rejection Sampler Adrien Corenflos Simo Särkkä 45 4 0 24 Jan 2022
Bounding Wasserstein distance with couplings N. Biswas Lester W. Mackey 64 8 0 06 Dec 2021
Unbiased Optimal Stopping via the MUSE Zhengqing Zhou Guanyang Wang Jose H. Blanchet Peter Glynn 75 6 0 04 Jun 2021
Couplings of the Random-Walk Metropolis algorithm J. O'Leary 15 3 0 02 Feb 2021
Metropolis-Hastings transition kernel couplings J. O'Leary Guanyang Wang 56 6 0 31 Jan 2021