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jmlr.org | ||
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djalil.chafai.net
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| | | | Markov-Chains-Monte-Carlo (MCMC for short) methods are widely used in practice for the approximate computation of integrals on various types of spaces. More precisely, let \(\mu\) be a probability measure on \(E\), known only up to a multiplicative constant. Let \(K\) be an irreducible Markov kernel on \(E\). Then by using a classical Metropolis-Hastings type construction, one cook up a computable... | |
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www.ethanepperly.com
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darrenjw.wordpress.com
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| | | | Yesterday there was an RSS Read Paper meeting for the paper Unbiased Markov chain Monte Carlo with couplings by Pierre Jacob, John O'Leary and Yves F. Atchadé. The paper addresses the bias in MCMC estimates due to lack of convergence to equilibrium (the "burn-in" problem), and shows how it is possible to modify MCMC algorithms... | |
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openaccessbelgium.wordpress.com
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| | This is a compilation of reactions on this article: 'Who's afraid of peer review?' To be honest, I'm quite in favor of the open access movement and I'm glad that a site as PLOSOne did reject the paper. |