
Asymptotics of cut distributions and robust modular inference using Posterior Bootstrap
Bayesian inference provides a framework to combine an arbitrary number o...
read it

Fast Approximation of the SlicedWasserstein Distance Using Concentration of Random Projections
The SlicedWasserstein distance (SW) is being increasingly used in machi...
read it

Sequential Monte Carlo algorithms for agentbased models of disease transmission
Agentbased models of disease transmission involve stochastic rules that...
read it

Coupled Markov chain Monte Carlo for highdimensional regression with Halft priors
Continuous shrinkage priors are commonly used in Bayesian analysis of hi...
read it

A simple Markov chain for independent Bernoulli variables conditioned on their sum
We consider a vector of N independent binary variables, each with a diff...
read it

Maximal couplings of the MetropolisHastings algorithm
Couplings play a central role in the analysis of Markov chain Monte Carl...
read it

An invitation to sequential Monte Carlo samplers
Sequential Monte Carlo samplers provide consistent approximations of seq...
read it

Schrödinger Bridge Samplers
Consider a reference Markov process with initial distribution π_0 and tr...
read it

A Gibbs sampler for a class of random convex polytopes
We present a Gibbs sampler to implement the DempsterShafer (DS) theory ...
read it

Estimating Convergence of Markov chains with LLag Couplings
Markov chain Monte Carlo (MCMC) methods generate samples that are asympt...
read it

Approximate Bayesian computation with the Wasserstein distance
A growing number of generative statistical models do not permit the nume...
read it

Unbiased Smoothing using Particle Independent MetropolisHastings
We consider the approximation of expectations with respect to the distri...
read it

Unbiased estimation of log normalizing constants with applications to Bayesian crossvalidation
Posterior distributions often feature intractable normalizing constants,...
read it

Adaptive Tuning Of Hamiltonian Monte Carlo Within Sequential Monte Carlo
Sequential Monte Carlo (SMC) samplers form an attractive alternative to ...
read it

Unbiased Markov chain Monte Carlo for intractable target distributions
Performing numerical integration when the integrand itself cannot be eva...
read it

Unbiased Hamiltonian Monte Carlo with couplings
We propose a coupling approach to parallelize Hamiltonian Monte Carlo es...
read it

Unbiased Markov chain Monte Carlo with couplings
Markov chain Monte Carlo (MCMC) methods provide consistent approximation...
read it
Pierre E. Jacob
is this you? claim profile