On the applicability of regenerative simulation in Markov chain Monte Carlo
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- Variance bounding Markov chains
- Layer sampling
- The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds
- Self-regenerative Markov chain Monte Carlo with adaptation
- Bayesian estimation in Kibble's bivariate gamma distribution
- A mixture representation of \(\pi\) with applications in Markov chain Monte Carlo and perfect sampling.
- Weighted batch means estimators in Markov chain Monte Carlo
- Geometric ergodicity and scanning strategies for two-component Gibbs samplers
- Nonasymptotic bounds on the mean square error for MCMC estimates via renewal techniques
- Gibbs sampling for a Bayesian hierarchical general linear model
- Automatic Regenerative Simulation via Non-Reversible Simulated Tempering
- Regeneration-enriched Markov processes with application to Monte Carlo
- Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution
- Multivariate strong invariance principles in Markov chain Monte Carlo
- Permuted derivative and importance-sampling estimators for regenerative simulations.
- Ascent-Based Monte Carlo Expectation– Maximization
- Convergence rates of two-component MCMC samplers
- Exact simulation for discrete time spin systems and unilateral fields
- Batch means and spectral variance estimators in Markov chain Monte Carlo
- Convergence of hybrid slice sampling via spectral gap
- Analyzing Markov chain Monte Carlo output
- A convergence diagnostic for Bayesian clustering
- Regenerative Markov chain importance sampling
- Estimation of integrals with respect to infinite measures using regenerative sequences
- A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms
- Solving the Poisson equation using coupled Markov chains
- A regeneration proof of the central limit theorem for uniformly ergodic Markov chains
- Approximate regenerative-block bootstrap for Markov chains
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- Random Fourier features based Gaussian process models for stochastic simulations
- Strong invariance principles for ergodic Markov processes
- Monte Carlo methods for improper target distributions
- A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
- Convergence rates for MCMC algorithms for a robust Bayesian binary regression model
- Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models
- The Markov chain Monte Carlo revolution
- Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition
- Markov chain Monte Carlo estimation of quantiles
- Bayesian networks: regenerative Gibbs samplings
- Assessing and Visualizing Simultaneous Simulation Error
- Predicting the statistical error of analog particle tracing Monte Carlo
- Exact sampling for intractable probability distributions via a Bernoulli factory
- Assessing the significance of peptide spectrum match scores
- Geometric ergodicity of Gibbs samplers for Bayesian general linear mixed models with proper priors
- An MCMC approach to empirical Bayes inference and Bayesian sensitivity analysis via empirical processes
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