47 results
Efficiency of reversible MCMC methods: elementary derivations and applications to composite methods
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- Journal of Applied Probability , First View
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- 18 September 2024, pp. 1-21
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Convergence of hybrid slice sampling via spectral gap
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- Advances in Applied Probability , First View
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- 25 July 2024, pp. 1-27
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Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances
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- Journal of Applied Probability / Volume 61 / Issue 1 / March 2024
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- 05 June 2023, pp. 33-54
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- March 2024
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A new matrix-infinite-product-form solution for upper block-Hessenberg Markov chains and its quasi-algorithmic constructibility
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- Advances in Applied Probability / Volume 55 / Issue 1 / March 2023
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- 29 July 2022, pp. 1-28
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- March 2023
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Skew brownian motion and complexity of the alps algorithm
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- Journal of Applied Probability / Volume 59 / Issue 3 / September 2022
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- 12 July 2022, pp. 777-796
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- September 2022
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Moments of Markovian growth–collapse processes
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- Advances in Applied Probability / Volume 54 / Issue 4 / December 2022
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- 14 June 2022, pp. 1070-1093
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- December 2022
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Approximations of geometrically ergodic reversible markov chains
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- Advances in Applied Probability / Volume 53 / Issue 4 / December 2021
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- 22 November 2021, pp. 981-1022
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- December 2021
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WEIGHTED INTER-RATER AGREEMENT MEASURES FOR ORDINAL OUTCOMES
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- Bulletin of the Australian Mathematical Society / Volume 105 / Issue 1 / February 2022
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- 01 October 2021, pp. 173-174
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- February 2022
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The probabilities of extinction in a branching random walk on a strip
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- Journal of Applied Probability / Volume 57 / Issue 3 / September 2020
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- 04 September 2020, pp. 811-831
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- September 2020
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Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation
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- Advances in Applied Probability / Volume 51 / Issue 4 / December 2019
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- 15 November 2019, pp. 994-1026
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- December 2019
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Approximate lumpability for Markovian agent-based models using local symmetries
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- Journal of Applied Probability / Volume 56 / Issue 3 / September 2019
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- 01 October 2019, pp. 647-671
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- September 2019
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Accelerating parallel tempering: Quantile tempering algorithm (QuanTA)
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- Advances in Applied Probability / Volume 51 / Issue 3 / September 2019
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- 03 September 2019, pp. 802-834
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- September 2019
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Comparison of hit-and-run, slice sampler and random walk Metropolis
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- Journal of Applied Probability / Volume 55 / Issue 4 / December 2018
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- 16 January 2019, pp. 1186-1202
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- December 2018
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Steady-state analysis of a multiclass MAP/PH/c queue with acyclic PH retrials
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- Journal of Applied Probability / Volume 53 / Issue 4 / December 2016
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- 09 December 2016, pp. 1098-1110
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- December 2016
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The deterministic Kermack‒McKendrick model bounds the general stochastic epidemic
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- Journal of Applied Probability / Volume 53 / Issue 4 / December 2016
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- 09 December 2016, pp. 1031-1040
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- December 2016
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Analysis of a stochastic approximation algorithm for computing quasi-stationary distributions
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- Advances in Applied Probability / Volume 48 / Issue 3 / September 2016
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- 19 September 2016, pp. 792-811
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- September 2016
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MODEL SELECTION AND ESTIMATING DEGREES OF FREEDOM IN BAYESIAN LINEAR AND LINEAR MIXED EFFECT MODELS
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- Bulletin of the Australian Mathematical Society / Volume 93 / Issue 1 / February 2016
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- 13 November 2015, pp. 164-166
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- February 2016
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Bounded truncation error for long-run averages in infinite Markov chains
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- Journal of Applied Probability / Volume 52 / Issue 3 / September 2015
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- 30 March 2016, pp. 609-621
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- September 2015
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Quantitative Convergence Rates for Subgeometric Markov Chains
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- Journal of Applied Probability / Volume 52 / Issue 2 / June 2015
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- 30 January 2018, pp. 391-404
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- June 2015
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Weak Convergence Rates of Population Versus Single-Chain Stochastic Approximation MCMC Algorithms
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- Advances in Applied Probability / Volume 46 / Issue 4 / December 2014
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- 22 February 2016, pp. 1059-1083
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- December 2014
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