
Perturbation theory for killed Markov processes and quasistationary distributions
We investigate the stability of quasistationary distributions of killed...
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Geometric convergence of elliptical slice sampling
For Bayesian learning, given likelihood function and Gaussian prior, the...
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The minimal spherical dispersion
In this paper we prove upper and lower bounds on the minimal spherical d...
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Analyzing crosstalk between superimposed signals: Vector norm dependent hidden Markov models and applications
We propose and investigate a hidden Markov model (HMM) for the analysis ...
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Stability of doublyintractable distributions
Doublyintractable distributions appear naturally as posterior distribut...
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Expected dispersion of uniformly distributed points
The dispersion of a point set in [0,1]^d is the volume of the largest ax...
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Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling
We prove Wasserstein contraction of simple slice sampling for approximat...
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A weighted Discrepancy Bound of quasiMonte Carlo Importance Sampling
Importance sampling MonteCarlo methods are widely used for the approxim...
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Perturbation Bounds for Monte Carlo within Metropolis via Restricted Approximations
The Monte Carlo within Metropolis (MCwM) algorithm, interpreted as a per...
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Solvable Integration Problems and Optimal Sample Size Selection
We want to compute the integral of a function or the expectation of a ra...
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On a MetropolisHastings importance sampling estimator
A classical approach for approximating expectations of functions w.r.t. ...
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Maximum likelihood estimation in hidden Markov models with inhomogeneous noise
We consider parameter estimation in hidden finite state space Markov mod...
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Daniel Rudolf
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