Stochastic Simulation: Algorithms and Analysis

• Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings

  2023 SIAM/ASA Journal on Uncertainty Quantification article Mathematics Markov Chains and Monte Carlo Methods Open access

  11

  citations
• Plateau proposal distributions for adaptive component-wise multiple-try metropolis

  2022 METRON article Mathematics Markov Chains and Monte Carlo Methods Open access

  1

  citations
• ADAPTIVE STRATIFIED SAMPLING FOR NONSMOOTH PROBLEMS

  2022 International Journal for Uncertainty Quantification article Decision Sciences Probabilistic and Robust Engineering Design

  8

  citations
• Efficient importance sampling for large sums of independent and identically distributed random variables

  2021 Statistics and Computing article Decision Sciences Probability and Risk Models Open access

  1

  citations
• Generalized parallel tempering on Bayesian inverse problems

  2021 Statistics and Computing article Mathematics Markov Chains and Monte Carlo Methods Open access

  12

  citations
• Efficient importance sampling for large sums of independent and identically distributed random variables

  2021 White Rose Research Online (University of Leeds, The University of Sheffield, University of York) article Mathematics Markov Chains and Monte Carlo Methods Open access

  11

  citations

6 results