Posts Tagged ‘ control variates ’

Vanilla Rao-Blackwellisation [re]revised

May 31, 2010
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Vanilla Rao-Blackwellisation [re]revised

Although the revision is quite minor, it took us two months to complete from the time I received the news in the Atlanta airport lounge… The vanilla Rao-Blackwellisation paper with Randal Douc has thus been resubmitted to the Annals of Statistics. And rearXived. The only significant change is the inclusion of two tables detailing computing

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The Bernoulli factory

April 22, 2010
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The Bernoulli factory

A few months ago, Latuszyński, Kosmidis, Papaspiliopoulos and Roberts arXived a paper I should have noticed earlier as its topic is very much related to our paper with Randal Douc on the vanilla Rao-Blackwellisation scheme. It is motivated by the Bernoulli factory problem, which aims at (unbiasedly) estimating f(p) from an iid sequence of Bernoulli

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Vanilla Rao-Blackwellisation for revision

March 17, 2010
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Vanilla Rao-Blackwellisation for revision

The vanilla Rao-Blackwellisation paper with Randal Douc that had been resubmitted to the Annals of Statistics is now back for a revision, with quite encouraging comments: The paper has been reviewed by two referees both of whom comment on the clear exposition and the novelty of the results. Both referees point to the empirical results

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