Matti Vihola
Statistics and Probability · 2008–2013
A researcher in the Science corpus: 3 papers; trusts 13 researchers and is trusted by 12 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 24 citations into it; #3,137 of 12,932 by trust here, #5,294 by citations
- Mathematical Physics — 14 citations into it; #3,487 of 8,562 by trust here, #5,408 by citations
- Artificial Intelligence — 12 citations into it
- Probabilistic & Bayesian Methods — 10 citations into it
Whom Matti Vihola trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Christophe Andrieu
- Gareth O. Roberts
- S. Jarner
- P. Baxendale
- MARK A. Beaumont
- Jeffrey S. Rosenthal
- Arnaud Doucet
- Yves F. Atchadé
- Richard L. Tweedie
- Ernst Hansen
Who trusts Matti Vihola overall
- Christophe Andrieu
- Peter J. Green
- K. Latuszy'nski
- Baxter S. Eaves
- George Deligiannidis
- Marcelo Pereyra
- Arnaud Doucet
- John A. Thoms
- Patrick Shafto
- Anthony Lee
Papers from Matti Vihola's perspective
Ordered by how strongly the researchers Matti Vihola trusts endorse each paper. Same corpus, a different order for every researcher.
- Geometric ergodicity of Metropolis algorithms
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- The pseudo-marginal approach for efficient Monte Carlo computations
- Monte Carlo Statistical Methods
- On adaptive Markov chain Monte Carlo algorithms
- On the ergodicity properties of some adaptive MCMC algorithms
- Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms
- Polynomial convergence rates of Markov chains.
- Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
- Renewal theory and computable convergence rates for geometrically ergodic Markov chains
Their papers
- Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms (2012) — 135 citations
- On the ergodicity of the adaptive Metropolis algorithm on unbounded domains (2008) — 78 citations
- Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers (2013) — 94 citations