Shalimova, Irina; Sabelfeld, Karl K. Development and implementation of branching random walk on spheres algorithms for solving the 2D elastostatics Lamé equation. (English) Zbl 07664806 Monte Carlo Methods Appl. 29, No. 1, 79-93 (2023). MSC: 65C05 65C40 65Z05 PDF BibTeX XML Cite \textit{I. Shalimova} and \textit{K. K. Sabelfeld}, Monte Carlo Methods Appl. 29, No. 1, 79--93 (2023; Zbl 07664806) Full Text: DOI OpenURL
Kablukova, Evgeniya G.; Oshlakov, Victor G.; Prigarin, Sergei M. Stochastic simulation of a signal on a photodetector matrix of a laser navigation system. (English) Zbl 07661228 Russ. J. Numer. Anal. Math. Model. 38, No. 1, 13-21 (2023). MSC: 65C05 78M31 78A45 78A60 65C40 65J20 PDF BibTeX XML Cite \textit{E. G. Kablukova} et al., Russ. J. Numer. Anal. Math. Model. 38, No. 1, 13--21 (2023; Zbl 07661228) Full Text: DOI OpenURL
Zhang, Ying; Akyildiz, Ömer Deniz; Damoulas, Theodoros; Sabanis, Sotirios Nonasymptotic estimates for stochastic gradient Langevin dynamics under local conditions in nonconvex optimization. (English) Zbl 07647762 Appl. Math. Optim. 87, No. 2, Paper No. 25, 41 p. (2023). MSC: 90C26 60J20 60J22 65C05 65C40 62D05 PDF BibTeX XML Cite \textit{Y. Zhang} et al., Appl. Math. Optim. 87, No. 2, Paper No. 25, 41 p. (2023; Zbl 07647762) Full Text: DOI arXiv OpenURL
Cole, Sam; Kirkland, Steve Clusters in Markov chains via singular vectors of Laplacian matrices. (English) Zbl 07637921 Linear Algebra Appl. 660, 1-39 (2023). MSC: 60J22 65C40 15B51 PDF BibTeX XML Cite \textit{S. Cole} and \textit{S. Kirkland}, Linear Algebra Appl. 660, 1--39 (2023; Zbl 07637921) Full Text: DOI arXiv OpenURL
Baudel, Manon; Guyader, Arnaud; Lelièvre, Tony On the Hill relation and the mean reaction time for metastable processes. (English) Zbl 07628754 Stochastic Processes Appl. 155, 393-436 (2023). MSC: 60J22 65C40 82C31 PDF BibTeX XML Cite \textit{M. Baudel} et al., Stochastic Processes Appl. 155, 393--436 (2023; Zbl 07628754) Full Text: DOI arXiv OpenURL
Callegaro, Giorgia; Gnoatto, Alessandro; Grasselli, Martino A fully quantization-based scheme for FBSDEs. (English) Zbl 07627665 Appl. Math. Comput. 441, Article ID 127666, 18 p. (2023). MSC: 65C30 65C40 60H20 PDF BibTeX XML Cite \textit{G. Callegaro} et al., Appl. Math. Comput. 441, Article ID 127666, 18 p. (2023; Zbl 07627665) Full Text: DOI arXiv OpenURL
Marwala, Tshilidzi; Mbuvha, Rendani; Mongwe, Wilson Hamiltonian Monte Carlo methods in machine learning (to appear). (English) Zbl 07604233 Amsterdam: Elsevier/Academic Press (ISBN 978-0-443-19035-3). (2023). MSC: 68-01 62-01 65-01 62D05 65C05 65C40 68T05 68T07 PDF BibTeX XML OpenURL
Dunn, William L.; Shultis, J. Kenneth Exploring Monte Carlo methods. 2nd edition. (English) Zbl 1491.65002 Amsterdam: Elsevier/Academic Press (ISBN 978-0-12-819739-4/pbk; 978-0-12-819745-5/ebook). xxii, 570 p. (2023). MSC: 65-01 65C05 65C10 65C40 65J10 PDF BibTeX XML Cite \textit{W. L. Dunn} and \textit{J. K. Shultis}, Exploring Monte Carlo methods. 2nd edition. Amsterdam: Elsevier/Academic Press (2023; Zbl 1491.65002) Full Text: DOI OpenURL
Kamatani, Kengo Stability of Markov chain Monte Carlo methods (to appear). (English) Zbl 06690415 SpringerBriefs in Statistics. JSS Research Series in Statistics. Tokyo: Springer (ISBN 978-4-431-55256-7/pbk; 978-4-431-55257-4/ebook). vi, 104 p. (2023). MSC: 62-02 62C10 65C05 65C40 60J10 PDF BibTeX XML Cite \textit{K. Kamatani}, Stability of Markov chain Monte Carlo methods (to appear). Tokyo: Springer (2023; Zbl 06690415) OpenURL
Katsevich, Anya The local equilibrium state of a crystal surface jump process in the rough scaling regime. (English) Zbl 07659403 Multiscale Model. Simul. 20, No. 4, 1315-1360 (2022). MSC: 82D25 82C22 82C24 60K35 65C40 60J22 60J28 PDF BibTeX XML Cite \textit{A. Katsevich}, Multiscale Model. Simul. 20, No. 4, 1315--1360 (2022; Zbl 07659403) Full Text: DOI arXiv OpenURL
Kumar, Nitin; Gupta, Umesh Chandra Markovian arrival process subject to renewal generated binomial catastrophes. (English) Zbl 07655053 Methodol. Comput. Appl. Probab. 24, No. 4, 2287-2312 (2022). MSC: 92D25 60J22 65C40 60K10 PDF BibTeX XML Cite \textit{N. Kumar} and \textit{U. C. Gupta}, Methodol. Comput. Appl. Probab. 24, No. 4, 2287--2312 (2022; Zbl 07655053) Full Text: DOI OpenURL
Andrieu, Christophe; Lee, Anthony; Power, Sam; Wang, Andi Q. Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC. (English) Zbl 07641138 Ann. Stat. 50, No. 6, 3592-3618 (2022). MSC: 65C40 65C05 60J22 PDF BibTeX XML Cite \textit{C. Andrieu} et al., Ann. Stat. 50, No. 6, 3592--3618 (2022; Zbl 07641138) Full Text: DOI arXiv Link OpenURL
Crisan, Dan; Del Moral, Pierre; Jasra, Ajay; Ruzayqat, Hamza Log-normalization constant estimation using the ensemble Kalman-Bucy filter with application to high-dimensional models. (English) Zbl 1499.60126 Adv. Appl. Probab. 54, No. 4, 1139-1163 (2022). MSC: 60G35 62M20 65C40 65C20 93E10 PDF BibTeX XML Cite \textit{D. Crisan} et al., Adv. Appl. Probab. 54, No. 4, 1139--1163 (2022; Zbl 1499.60126) Full Text: DOI arXiv OpenURL
Hagemann, Paul Lyonel; Hertrich, Johannes; Steidl, Gabriele Generalized normalizing flows via Markov chains. (English) Zbl 07625519 Elements in Non-local Data Interactions: Foundations and Applications. Cambridge: Cambridge University Press (ISBN 978-1-00-933100-5/pbk; 978-1-00-933101-2/ebook). 57 p. (2022). MSC: 62-02 65-02 60-02 62F15 60J22 65C40 60J20 65C05 PDF BibTeX XML Cite \textit{P. L. Hagemann} et al., Generalized normalizing flows via Markov chains. Cambridge: Cambridge University Press (2022; Zbl 07625519) Full Text: DOI arXiv OpenURL
Hagemann, Paul; Hertrich, Johannes; Steidl, Gabriele Stochastic normalizing flows for inverse problems: a Markov chains viewpoint. (English) Zbl 1498.62067 SIAM/ASA J. Uncertain. Quantif. 10, 1162-1190 (2022). MSC: 62F15 68T07 60J22 65C40 60J20 65C05 PDF BibTeX XML Cite \textit{P. Hagemann} et al., SIAM/ASA J. Uncertain. Quantif. 10, 1162--1190 (2022; Zbl 1498.62067) Full Text: DOI arXiv OpenURL
Cui, Tiangang; Dolgov, Sergey Deep composition of tensor-trains using squared inverse Rosenblatt transports. (English) Zbl 07619464 Found. Comput. Math. 22, No. 6, 1863-1922 (2022). MSC: 65D15 65D32 65C05 65C40 65C60 62F15 15A69 PDF BibTeX XML Cite \textit{T. Cui} and \textit{S. Dolgov}, Found. Comput. Math. 22, No. 6, 1863--1922 (2022; Zbl 07619464) Full Text: DOI arXiv OpenURL
Mwau, Cynthia Mwende; Weke, Patrick Guge; Bundi, Davis Ntwiga; Ottieno, Joseph Makoteku Phase type zero truncated Poisson Lindley distributions and their application in modeling secondary cancer cases. (English. French summary) Zbl 1498.60060 Afr. Stat. 17, No. 1, 3145-3163 (2022). MSC: 60E05 62P10 65C40 92C50 PDF BibTeX XML Cite \textit{C. M. Mwau} et al., Afr. Stat. 17, No. 1, 3145--3163 (2022; Zbl 1498.60060) Full Text: DOI Link OpenURL
Kaneko, Akihiro A numerical method for solving high-dimensional backward stochastic difference equations using sparse grids. (English) Zbl 07614444 JSIAM Lett. 14, 104-107 (2022). MSC: 65Q10 65C40 65D40 PDF BibTeX XML Cite \textit{A. Kaneko}, JSIAM Lett. 14, 104--107 (2022; Zbl 07614444) Full Text: DOI OpenURL
Basnet, Amod J.; Sonin, Isaac M. Parallel computing for Markov chains with islands and ports. (English) Zbl 1501.60041 Ann. Oper. Res. 317, No. 2, 335-352 (2022). MSC: 60J22 60G40 65C40 PDF BibTeX XML Cite \textit{A. J. Basnet} and \textit{I. M. Sonin}, Ann. Oper. Res. 317, No. 2, 335--352 (2022; Zbl 1501.60041) Full Text: DOI OpenURL
Glatt-Holtz, Nathan E.; Mondaini, Cecilia F. Mixing rates for Hamiltonian Monte Carlo algorithms in finite and infinite dimensions. (English) Zbl 1502.65004 Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 4, 1318-1391 (2022). MSC: 65C05 60H15 60J22 65C40 PDF BibTeX XML Cite \textit{N. E. Glatt-Holtz} and \textit{C. F. Mondaini}, Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 4, 1318--1391 (2022; Zbl 1502.65004) Full Text: DOI arXiv OpenURL
Durmus, Alain; Moulines, Éric; Pereyra, Marcelo A proximal Markov chain Monte Carlo method for Bayesian inference in imaging inverse problems: when Langevin meets Moreau. (English) Zbl 07611916 SIAM Rev. 64, No. 4, 991-1028 (2022). MSC: 65C40 68U10 62F15 PDF BibTeX XML Cite \textit{A. Durmus} et al., SIAM Rev. 64, No. 4, 991--1028 (2022; Zbl 07611916) Full Text: DOI OpenURL
Telek, Miklós Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation. (English) Zbl 1502.60115 Stoch. Models 38, No. 4, 638-664 (2022). MSC: 60J25 65R10 65C40 PDF BibTeX XML Cite \textit{M. Telek}, Stoch. Models 38, No. 4, 638--664 (2022; Zbl 1502.60115) Full Text: DOI OpenURL
Gursoy, Omer; Mehr, Kamal Adli; Akar, Nail Steady-state and first passage time distributions for waiting times in the \(MAP/M/s+G\) queueing model with generally distributed patience times. (English) Zbl 07607736 J. Ind. Manag. Optim. 18, No. 4, 2505-2532 (2022). MSC: 60K25 65C40 68M20 90B22 PDF BibTeX XML Cite \textit{O. Gursoy} et al., J. Ind. Manag. Optim. 18, No. 4, 2505--2532 (2022; Zbl 07607736) Full Text: DOI OpenURL
Clempner, Julio B. A Lyapunov approach for stable reinforcement learning. (English) Zbl 07592290 Comput. Appl. Math. 41, No. 6, Paper No. 279, 15 p. (2022). MSC: 37M25 46N10 65C40 60J20 PDF BibTeX XML Cite \textit{J. B. Clempner}, Comput. Appl. Math. 41, No. 6, Paper No. 279, 15 p. (2022; Zbl 07592290) Full Text: DOI OpenURL
Avrachenkov, Konstantin; Brown, Patrick; Litvak, Nelly Red light green light method for solving large Markov chains. (English) Zbl 07589946 J. Sci. Comput. 93, No. 1, Paper No. 18, 43 p. (2022). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60J10 60J22 65C40 PDF BibTeX XML Cite \textit{K. Avrachenkov} et al., J. Sci. Comput. 93, No. 1, Paper No. 18, 43 p. (2022; Zbl 07589946) Full Text: DOI arXiv OpenURL
Rotiroti, Frank; Walker, Stephen G. Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities. (English) Zbl 1495.62014 Stat. Comput. 32, No. 5, Paper No. 67, 18 p. (2022). MSC: 62-08 62F15 65C40 PDF BibTeX XML Cite \textit{F. Rotiroti} and \textit{S. G. Walker}, Stat. Comput. 32, No. 5, Paper No. 67, 18 p. (2022; Zbl 1495.62014) Full Text: DOI OpenURL
Alparslan, Barış; Yıldırım, Sinan Statistic selection and MCMC for differentially private Bayesian estimation. (English) Zbl 1495.62008 Stat. Comput. 32, No. 5, Paper No. 66, 19 p. (2022). MSC: 62-08 62F15 65C40 PDF BibTeX XML Cite \textit{B. Alparslan} and \textit{S. Yıldırım}, Stat. Comput. 32, No. 5, Paper No. 66, 19 p. (2022; Zbl 1495.62008) Full Text: DOI arXiv OpenURL
Davis, Andrew D.; Marzouk, Youssef; Smith, Aaron; Pillai, Natesh Rate-optimal refinement strategies for local approximation MCMC. (English) Zbl 1495.62009 Stat. Comput. 32, No. 4, Paper No. 60, 23 p. (2022). MSC: 62-08 62F15 65C05 65C40 PDF BibTeX XML Cite \textit{A. D. Davis} et al., Stat. Comput. 32, No. 4, Paper No. 60, 23 p. (2022; Zbl 1495.62009) Full Text: DOI arXiv OpenURL
Zhang, Jiahui; Gelb, Anne; Scarnati, Theresa Empirical Bayesian inference using a support informed prior. (English) Zbl 1493.62031 SIAM/ASA J. Uncertain. Quantif. 10, 745-774 (2022). MSC: 62C12 65C40 68U10 PDF BibTeX XML Cite \textit{J. Zhang} et al., SIAM/ASA J. Uncertain. Quantif. 10, 745--774 (2022; Zbl 1493.62031) Full Text: DOI OpenURL
Deng, Wei; Lin, Guang; Liang, Faming An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization. (English) Zbl 1492.62024 Stat. Comput. 32, No. 4, Paper No. 58, 24 p. (2022). MSC: 62-08 62F15 62L20 62R07 65C05 65C40 PDF BibTeX XML Cite \textit{W. Deng} et al., Stat. Comput. 32, No. 4, Paper No. 58, 24 p. (2022; Zbl 1492.62024) Full Text: DOI OpenURL
Hafych, Vasyl; Eller, Philipp; Schulz, Oliver; Caldwel, Allen Parallelizing MCMC sampling via space partitioning. (English) Zbl 1492.62025 Stat. Comput. 32, No. 4, Paper No. 56, 14 p. (2022). MSC: 62-08 65C05 65C40 65Y05 PDF BibTeX XML Cite \textit{V. Hafych} et al., Stat. Comput. 32, No. 4, Paper No. 56, 14 p. (2022; Zbl 1492.62025) Full Text: DOI arXiv OpenURL
Sherlock, Chris; Lee, Anthony Variance bounding of delayed-acceptance kernels. (English) Zbl 1494.60079 Methodol. Comput. Appl. Probab. 24, No. 3, 2237-2260 (2022). MSC: 60J22 60J10 65C40 PDF BibTeX XML Cite \textit{C. Sherlock} and \textit{A. Lee}, Methodol. Comput. Appl. Probab. 24, No. 3, 2237--2260 (2022; Zbl 1494.60079) Full Text: DOI arXiv OpenURL
Mandjes, Michel; Sollie, Birgit A numerical approach for evaluating the time-dependent distribution of a quasi birth-death process. (English) Zbl 07565025 Methodol. Comput. Appl. Probab. 24, No. 3, 1693-1715 (2022). MSC: 65C40 60J22 92D25 PDF BibTeX XML Cite \textit{M. Mandjes} and \textit{B. Sollie}, Methodol. Comput. Appl. Probab. 24, No. 3, 1693--1715 (2022; Zbl 07565025) Full Text: DOI OpenURL
Dong, Jing; Tong, Xin T. Spectral gap of replica exchange Langevin diffusion on mixture distributions. (English) Zbl 1492.60218 Stochastic Processes Appl. 151, 451-489 (2022). MSC: 60J22 65C05 65C40 PDF BibTeX XML Cite \textit{J. Dong} and \textit{X. T. Tong}, Stochastic Processes Appl. 151, 451--489 (2022; Zbl 1492.60218) Full Text: DOI arXiv OpenURL
Huang, Lu-Jing; Majka, Mateusz B.; Wang, Jian Strict Kantorovich contractions for Markov chains and Euler schemes with general noise. (English) Zbl 1493.60110 Stochastic Processes Appl. 151, 307-341 (2022). MSC: 60J05 60J22 65C30 65C40 PDF BibTeX XML Cite \textit{L.-J. Huang} et al., Stochastic Processes Appl. 151, 307--341 (2022; Zbl 1493.60110) Full Text: DOI arXiv OpenURL
Ascione, Giacomo; Cuomo, Salvatore A sojourn-based approach to semi-Markov reinforcement learning. (English) Zbl 1489.65019 J. Sci. Comput. 92, No. 2, Paper No. 36, 44 p. (2022). MSC: 65C40 68T07 90C39 90C40 PDF BibTeX XML Cite \textit{G. Ascione} and \textit{S. Cuomo}, J. Sci. Comput. 92, No. 2, Paper No. 36, 44 p. (2022; Zbl 1489.65019) Full Text: DOI arXiv OpenURL
Bulgakova, T. E.; Voytishek, A. V. On numerical stability of randomized projection functional algorithms. (English) Zbl 07545826 Commun. Stat., Simulation Comput. 51, No. 4, 1637-1646 (2022). MSC: 65C05 65C30 65C40 PDF BibTeX XML Cite \textit{T. E. Bulgakova} and \textit{A. V. Voytishek}, Commun. Stat., Simulation Comput. 51, No. 4, 1637--1646 (2022; Zbl 07545826) Full Text: DOI OpenURL
Sahar, Ben Aziza; Salwa, Toumi A probabilistic numerical method for a class of mean field games. (English) Zbl 1491.91022 Stoch. Dyn. 22, No. 4, Article ID 2250008, 42 p. (2022). MSC: 91A16 60J22 65C40 65M75 91-08 35Q89 PDF BibTeX XML Cite \textit{B. A. Sahar} and \textit{T. Salwa}, Stoch. Dyn. 22, No. 4, Article ID 2250008, 42 p. (2022; Zbl 1491.91022) Full Text: DOI OpenURL
Zhang, Wei Strong convergence of the Euler-Maruyama method for a class of stochastic Volterra integral equations. (English) Zbl 1499.65342 J. Comput. Math. 40, No. 4, 610-627 (2022). MSC: 65L20 65C40 PDF BibTeX XML Cite \textit{W. Zhang}, J. Comput. Math. 40, No. 4, 610--627 (2022; Zbl 1499.65342) Full Text: DOI OpenURL
Canale, Antonio; Corradin, Riccardo; Nipoti, Bernardo Importance conditional sampling for Pitman-Yor mixtures. (English) Zbl 1486.62002 Stat. Comput. 32, No. 3, Paper No. 40, 18 p. (2022). MSC: 62-08 62G07 62F15 65C40 PDF BibTeX XML Cite \textit{A. Canale} et al., Stat. Comput. 32, No. 3, Paper No. 40, 18 p. (2022; Zbl 1486.62002) Full Text: DOI arXiv OpenURL
van den Boom, Willem; Jasra, Ajay; De Iorio, Maria; Beskos, Alexandros; Eriksson, Johan G. Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo. (English) Zbl 1486.62010 Stat. Comput. 32, No. 3, Paper No. 36, 19 p. (2022). MSC: 62-08 62H22 65C40 PDF BibTeX XML Cite \textit{W. van den Boom} et al., Stat. Comput. 32, No. 3, Paper No. 36, 19 p. (2022; Zbl 1486.62010) Full Text: DOI arXiv OpenURL
Bini, Dario A.; Latouche, Guy; Meini, Beatrice A family of fast fixed point iterations for M/G/1-type Markov chains. (English) Zbl 1498.65056 IMA J. Numer. Anal. 42, No. 2, 1454-1477 (2022). MSC: 65F45 65C40 PDF BibTeX XML Cite \textit{D. A. Bini} et al., IMA J. Numer. Anal. 42, No. 2, 1454--1477 (2022; Zbl 1498.65056) Full Text: DOI arXiv OpenURL
Lu, Jianfeng; Wang, Lihan On explicit \(L^2\)-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms. (English) Zbl 1490.60218 Ann. Appl. Probab. 32, No. 2, 1333-1361 (2022). Reviewer: Pavel Stoynov (Sofia) MSC: 60J22 60J25 65C40 PDF BibTeX XML Cite \textit{J. Lu} and \textit{L. Wang}, Ann. Appl. Probab. 32, No. 2, 1333--1361 (2022; Zbl 1490.60218) Full Text: DOI arXiv OpenURL
Suuronen, Jarkko; Chada, Neil K.; Roininen, Lassi Cauchy Markov random field priors for Bayesian inversion. (English) Zbl 1484.62013 Stat. Comput. 32, No. 2, Paper No. 33, 26 p. (2022). MSC: 62-08 62F15 62M40 60G52 60J22 65C40 PDF BibTeX XML Cite \textit{J. Suuronen} et al., Stat. Comput. 32, No. 2, Paper No. 33, 26 p. (2022; Zbl 1484.62013) Full Text: DOI arXiv OpenURL
Aristoff, David An ergodic theorem for the weighted ensemble method. (English) Zbl 1492.65030 J. Appl. Probab. 59, No. 1, 152-166 (2022). MSC: 65C35 65C05 65C40 PDF BibTeX XML Cite \textit{D. Aristoff}, J. Appl. Probab. 59, No. 1, 152--166 (2022; Zbl 1492.65030) Full Text: DOI arXiv OpenURL
Morina, Giulio; Łatuszyński, Krzysztof; Nayar, Piotr; Wendland, Alex From the Bernoulli factory to a dice enterprise via perfect sampling of Markov chains. (English) Zbl 1498.60047 Ann. Appl. Probab. 32, No. 1, 327-359 (2022). MSC: 60C05 65C40 60-08 PDF BibTeX XML Cite \textit{G. Morina} et al., Ann. Appl. Probab. 32, No. 1, 327--359 (2022; Zbl 1498.60047) Full Text: DOI arXiv OpenURL
Ross, Sheldon M. Simulation. 6th edition. (English) Zbl 1495.65001 Amsterdam: Elsevier/Academic Press (ISBN 978-0-323-85739-0/hbk; 978-0-323-89961-1/ebook). 336 p. (2022). MSC: 65-01 65C05 65C40 62-08 62J10 PDF BibTeX XML Cite \textit{S. M. Ross}, Simulation. 6th edition. Amsterdam: Elsevier/Academic Press (2022; Zbl 1495.65001) OpenURL
Journel, Lucas; Monmarché, Pierre Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: uniform estimates in a compact soft case. (English) Zbl 1492.65031 ESAIM, Probab. Stat. 26, 1-25 (2022). MSC: 65C35 65C40 60J22 PDF BibTeX XML Cite \textit{L. Journel} and \textit{P. Monmarché}, ESAIM, Probab. Stat. 26, 1--25 (2022; Zbl 1492.65031) Full Text: DOI arXiv OpenURL
Fang, Youhan; Cao, Yudong; Skeel, Robert D. Quasi-reliable estimates of effective sample size. (English) Zbl 1481.65028 IMA J. Numer. Anal. 42, No. 1, 680-697 (2022). MSC: 65C40 65C05 62D05 62F15 PDF BibTeX XML Cite \textit{Y. Fang} et al., IMA J. Numer. Anal. 42, No. 1, 680--697 (2022; Zbl 1481.65028) Full Text: DOI arXiv OpenURL
Qiu, Qinjing; Kawai, Reiichiro A decoupling principle for Markov-modulated chains. (English) Zbl 1481.60139 Stat. Probab. Lett. 182, Article ID 109301, 8 p. (2022). MSC: 60J22 65C40 60J28 60G40 PDF BibTeX XML Cite \textit{Q. Qiu} and \textit{R. Kawai}, Stat. Probab. Lett. 182, Article ID 109301, 8 p. (2022; Zbl 1481.60139) Full Text: DOI OpenURL
Ankirchner, Stefan; Kruse, Thomas; Löhr, Wolfgang; Urusov, Mikhail Properties of the EMCEL scheme for approximating irregular diffusions. (English) Zbl 1484.60082 J. Math. Anal. Appl. 509, No. 1, Article ID 125931, 29 p. (2022). Reviewer: Liping Li (Beijing) MSC: 60J25 65C40 PDF BibTeX XML Cite \textit{S. Ankirchner} et al., J. Math. Anal. Appl. 509, No. 1, Article ID 125931, 29 p. (2022; Zbl 1484.60082) Full Text: DOI arXiv OpenURL
Domínguez de la Iglesia, Manuel Orthogonal polynomials in the spectral analysis of Markov processes. Birth-death models and diffusion. (English) Zbl 07407037 Encyclopedia of Mathematics and its Applications 181. Cambridge: Cambridge University Press (ISBN 978-1-316-51655-3/hbk; 978-1-009-03054-0/ebook). xii, 334 p. (2022). Reviewer: Lalit Mohan Upadhyaya (Dehradun) MSC: 60-01 33-01 33C10 33C45 44A10 44A60 47D07 60-01 60J05 60J10 60J20 60J22 60J25 60J28 60J35 60J60 60J65 60J70 65C40 92D25 PDF BibTeX XML Cite \textit{M. Domínguez de la Iglesia}, Orthogonal polynomials in the spectral analysis of Markov processes. Birth-death models and diffusion. Cambridge: Cambridge University Press (2022; Zbl 07407037) Full Text: DOI OpenURL
Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; Oglend, Atle MCMC for Markov-switching models – Gibbs sampling vs. marginalized likelihood. (English) Zbl 1489.62286 Commun. Stat., Simulation Comput. 50, No. 3, 669-690 (2021). MSC: 62M10 62F15 62P20 65C05 65C40 PDF BibTeX XML Cite \textit{K. K. Osmundsen} et al., Commun. Stat., Simulation Comput. 50, No. 3, 669--690 (2021; Zbl 1489.62286) Full Text: DOI OpenURL
Al-Bugami, A. M. Nonlinear Fredholm integro-differential equation in two-dimensional and its numerical solutions. (English) Zbl 07536338 AIMS Math. 6, No. 10, 10383-10394 (2021). MSC: 34A45 65C40 37N30 PDF BibTeX XML Cite \textit{A. M. Al-Bugami}, AIMS Math. 6, No. 10, 10383--10394 (2021; Zbl 07536338) Full Text: DOI OpenURL
Bratiichuk, M. S.; Chechelnitsky, A. A.; Usar, I. Ya. Finite M/M/1 retrial model with changeable service rate. (English) Zbl 1486.60117 Mat. Stud. 56, No. 1, 96-102 (2021). MSC: 60K25 60K30 90B22 60K20 65C40 PDF BibTeX XML Cite \textit{M. S. Bratiichuk} et al., Mat. Stud. 56, No. 1, 96--102 (2021; Zbl 1486.60117) Full Text: DOI OpenURL
Rumsey, Kellin N.; Huerta, Gabriel Fast matrix algebra for Bayesian model calibration. (English) Zbl 07493353 J. Stat. Comput. Simulation 91, No. 7, 1331-1341 (2021). MSC: 41-04 62-04 62C10 65C40 62-XX PDF BibTeX XML Cite \textit{K. N. Rumsey} and \textit{G. Huerta}, J. Stat. Comput. Simulation 91, No. 7, 1331--1341 (2021; Zbl 07493353) Full Text: DOI Link OpenURL
Papamarkou, Theodore; Lindo, Alexey; Ford, Eric B. Geometric adaptive Monte Carlo in random environment. (English) Zbl 1490.65003 Found. Data Sci. 3, No. 2, 201-224 (2021). MSC: 65C05 65C40 65F99 62F15 60J22 60K37 62-08 PDF BibTeX XML Cite \textit{T. Papamarkou} et al., Found. Data Sci. 3, No. 2, 201--224 (2021; Zbl 1490.65003) Full Text: DOI arXiv OpenURL
Jasra, Ajay; Law, Kody J. H.; Xu, Yaxian Markov chain simulation for multilevel Monte Carlo. (English) Zbl 1478.65006 Found. Data Sci. 3, No. 1, 27-47 (2021). MSC: 65C05 65C30 62F15 60J22 65C40 PDF BibTeX XML Cite \textit{A. Jasra} et al., Found. Data Sci. 3, No. 1, 27--47 (2021; Zbl 1478.65006) Full Text: DOI arXiv OpenURL
Meier, Christian; Li, Lingfei; Zhang, Gongqiu Markov chain approximation of one-dimensional sticky diffusions. (English) Zbl 1480.65027 Adv. Appl. Probab. 53, No. 2, 335-369 (2021). MSC: 65C40 60J60 65C05 34L10 34L16 PDF BibTeX XML Cite \textit{C. Meier} et al., Adv. Appl. Probab. 53, No. 2, 335--369 (2021; Zbl 1480.65027) Full Text: DOI arXiv OpenURL
Shalimova, Irina; Sabelfeld, Karl K. Random walk on spheres algorithm for solving steady-state and transient diffusion-recombination problems. (English) Zbl 1480.65012 Monte Carlo Methods Appl. 27, No. 4, 301-313 (2021). MSC: 65C05 65C40 65Z05 PDF BibTeX XML Cite \textit{I. Shalimova} and \textit{K. K. Sabelfeld}, Monte Carlo Methods Appl. 27, No. 4, 301--313 (2021; Zbl 1480.65012) Full Text: DOI OpenURL
Davis, Bryant; Hobert, James P. On the convergence complexity of Gibbs samplers for a family of simple Bayesian random effects models. (English) Zbl 1478.60207 Methodol. Comput. Appl. Probab. 23, No. 4, 1323-1351 (2021). MSC: 60J20 65C05 65C40 PDF BibTeX XML Cite \textit{B. Davis} and \textit{J. P. Hobert}, Methodol. Comput. Appl. Probab. 23, No. 4, 1323--1351 (2021; Zbl 1478.60207) Full Text: DOI arXiv OpenURL
Akar, Nail; Gursoy, Omer; Horvath, Gabor; Telek, Miklos Transient and first passage time distributions of first- and second-order multi-regime Markov fluid queues via ME-fication. (English) Zbl 1480.60210 Methodol. Comput. Appl. Probab. 23, No. 4, 1257-1283 (2021). MSC: 60J25 65C40 60K25 60J65 PDF BibTeX XML Cite \textit{N. Akar} et al., Methodol. Comput. Appl. Probab. 23, No. 4, 1257--1283 (2021; Zbl 1480.60210) Full Text: DOI Link OpenURL
Moriarty, John; Vogrinc, Jure; Zocca, Alessandro A Metropolis-class sampler for targets with non-convex support. (English) Zbl 1475.62051 Stat. Comput. 31, No. 6, Paper No. 72, 16 p. (2021). MSC: 62-08 65C05 62F12 60F05 60J05 65C40 90C26 65K05 PDF BibTeX XML Cite \textit{J. Moriarty} et al., Stat. Comput. 31, No. 6, Paper No. 72, 16 p. (2021; Zbl 1475.62051) Full Text: DOI arXiv OpenURL
Latz, Jonas Analysis of stochastic gradient descent in continuous time. (English) Zbl 1475.90105 Stat. Comput. 31, No. 4, Paper No. 39, 25 p. (2021). MSC: 90C30 60J25 37A25 65C40 68W20 PDF BibTeX XML Cite \textit{J. Latz}, Stat. Comput. 31, No. 4, Paper No. 39, 25 p. (2021; Zbl 1475.90105) Full Text: DOI arXiv OpenURL
Sherlock, Chris; Thiery, Alexandre H.; Golightly, Andrew Efficiency of delayed-acceptance random walk metropolis algorithms. (English) Zbl 1478.60093 Ann. Stat. 49, No. 5, 2972-2990 (2021). MSC: 60F05 65C05 65C40 PDF BibTeX XML Cite \textit{C. Sherlock} et al., Ann. Stat. 49, No. 5, 2972--2990 (2021; Zbl 1478.60093) Full Text: DOI arXiv Link OpenURL
Andrieu, Christophe; Livingstone, Samuel Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario. (English) Zbl 1489.65005 Ann. Stat. 49, No. 4, 1958-1981 (2021). MSC: 65C05 65C40 PDF BibTeX XML Cite \textit{C. Andrieu} and \textit{S. Livingstone}, Ann. Stat. 49, No. 4, 1958--1981 (2021; Zbl 1489.65005) Full Text: DOI arXiv Link OpenURL
Clempner, Julio B. A Markovian Stackelberg game approach for computing an optimal dynamic mechanism. (English) Zbl 1476.91030 Comput. Appl. Math. 40, No. 6, Paper No. 186, 25 p. (2021). MSC: 91A65 91A10 91A28 91A26 93E35 65C40 62C10 PDF BibTeX XML Cite \textit{J. B. Clempner}, Comput. Appl. Math. 40, No. 6, Paper No. 186, 25 p. (2021; Zbl 1476.91030) Full Text: DOI OpenURL
Spade, David A. A Monte Carlo integration approach to estimating drift and minorization coefficients for Metropolis-Hastings samplers. (English) Zbl 1477.62225 Braz. J. Probab. Stat. 35, No. 3, 466-483 (2021). MSC: 62M05 60J22 65C05 65C40 PDF BibTeX XML Cite \textit{D. A. Spade}, Braz. J. Probab. Stat. 35, No. 3, 466--483 (2021; Zbl 1477.62225) Full Text: DOI OpenURL
Silvestrov, Dmitrii; Silvestrov, Sergei; Abola, Benard; Biganda, Pitos Seleka; Engström, Christopher; Mango, John Magero; Kakuba, Godwin Perturbed Markov chains with damping component. (English) Zbl 1476.60122 Methodol. Comput. Appl. Probab. 23, No. 1, 369-397 (2021). MSC: 60J10 60J22 65C40 90B15 68M11 PDF BibTeX XML Cite \textit{D. Silvestrov} et al., Methodol. Comput. Appl. Probab. 23, No. 1, 369--397 (2021; Zbl 1476.60122) Full Text: DOI OpenURL
Andrieu, Christophe; Durmus, Alain; Nüsken, Nikolas; Roussel, Julien Hypocoercivity of piecewise deterministic Markov process-Monte Carlo. (English) Zbl 1476.60124 Ann. Appl. Probab. 31, No. 5, 2478-2517 (2021). MSC: 60J22 60J25 65C40 PDF BibTeX XML Cite \textit{C. Andrieu} et al., Ann. Appl. Probab. 31, No. 5, 2478--2517 (2021; Zbl 1476.60124) Full Text: DOI arXiv Link OpenURL
Jourdain, Benjamin; Lelièvre, Tony; Zitt, Pierre-André Convergence of metadynamics: discussion of the adiabatic hypothesis. (English) Zbl 1477.60116 Ann. Appl. Probab. 31, No. 5, 2441-2477 (2021). Reviewer: Weiping Li (Guanghan) MSC: 60J22 65C40 82C26 60H35 PDF BibTeX XML Cite \textit{B. Jourdain} et al., Ann. Appl. Probab. 31, No. 5, 2441--2477 (2021; Zbl 1477.60116) Full Text: DOI arXiv Link OpenURL
Mangoubi, Oren; Smith, Aaron Mixing of Hamiltonian Monte Carlo on strongly log-concave distributions: continuous dynamics. (English) Zbl 1476.60112 Ann. Appl. Probab. 31, No. 5, 2019-2045 (2021). MSC: 60J05 60J20 65C40 68W20 PDF BibTeX XML Cite \textit{O. Mangoubi} and \textit{A. Smith}, Ann. Appl. Probab. 31, No. 5, 2019--2045 (2021; Zbl 1476.60112) Full Text: DOI Link OpenURL
Natarovskii, Viacheslav; Rudolf, Daniel; Sprungk, Björn Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling. (English) Zbl 07420501 Ann. Appl. Probab. 31, No. 2, 806-825 (2021). MSC: 65C40 60J22 62D99 65C05 PDF BibTeX XML Cite \textit{V. Natarovskii} et al., Ann. Appl. Probab. 31, No. 2, 806--825 (2021; Zbl 07420501) Full Text: DOI arXiv Link OpenURL
Beentjes, Casper H. L. Optimising Poisson bridge constructions for variance reduction methods. (English) Zbl 07419517 Monte Carlo Methods Appl. 27, No. 3, 249-275 (2021). MSC: 65C05 65C40 60-08 PDF BibTeX XML Cite \textit{C. H. L. Beentjes}, Monte Carlo Methods Appl. 27, No. 3, 249--275 (2021; Zbl 07419517) Full Text: DOI OpenURL
Sabelfeld, Karl K.; Smirnov, Dmitrii A global random walk on grid algorithm for second order elliptic equations. (English) Zbl 07419515 Monte Carlo Methods Appl. 27, No. 3, 211-225 (2021). MSC: 65C05 65C40 65Z05 PDF BibTeX XML Cite \textit{K. K. Sabelfeld} and \textit{D. Smirnov}, Monte Carlo Methods Appl. 27, No. 3, 211--225 (2021; Zbl 07419515) Full Text: DOI OpenURL
Fairbanks, Hillary R.; Villa, Umberto; Vassilevski, Panayot S. Multilevel hierarchical decomposition of finite element white noise with application to multilevel Markov chain Monte Carlo. (English) Zbl 1476.62012 SIAM J. Sci. Comput. 43, No. 5, S293-S316 (2021). MSC: 62-08 62M30 65C40 35R60 60H40 PDF BibTeX XML Cite \textit{H. R. Fairbanks} et al., SIAM J. Sci. Comput. 43, No. 5, S293--S316 (2021; Zbl 1476.62012) Full Text: DOI OpenURL
Plecháč, Petr; Stoltz, Gabriel; Wang, Ting Convergence of the likelihood ratio method for linear response of non-equilibrium stationary states. (English) Zbl 07395682 ESAIM, Math. Model. Numer. Anal. 55, Suppl., 593-623 (2021). MSC: 65C05 65C20 65C40 60J27 60J75 PDF BibTeX XML Cite \textit{P. Plecháč} et al., ESAIM, Math. Model. Numer. Anal. 55, 593--623 (2021; Zbl 07395682) Full Text: DOI arXiv OpenURL
Huang, Jiangfeng; Deng, Zhiliang; Xu, Liwei A Bayesian level set method for an inverse medium scattering problem in acoustics. (English) Zbl 1481.65212 Inverse Probl. Imaging 15, No. 5, 1077-1097 (2021). MSC: 65N21 62F15 65C40 76Q05 78A46 PDF BibTeX XML Cite \textit{J. Huang} et al., Inverse Probl. Imaging 15, No. 5, 1077--1097 (2021; Zbl 1481.65212) Full Text: DOI arXiv OpenURL
D’Autilia, Roberto; Andrianaivo, Louis Nantenaina; Troiani, Alessio Parallel simulation of two-dimensional Ising models using probabilistic cellular automata. (English) Zbl 1479.82036 J. Stat. Phys. 184, No. 1, Paper No. 9, 22 p. (2021). MSC: 82C20 82B20 82C26 82C44 60J27 65C40 65Y10 PDF BibTeX XML Cite \textit{R. D'Autilia} et al., J. Stat. Phys. 184, No. 1, Paper No. 9, 22 p. (2021; Zbl 1479.82036) Full Text: DOI arXiv OpenURL
Bou-Rabee, Nawaf; Eberle, Andreas Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions. (English) Zbl 1470.60202 Stoch. Partial Differ. Equ., Anal. Comput. 9, No. 1, 207-242 (2021). MSC: 60J05 60B12 60J22 65C05 65C40 PDF BibTeX XML Cite \textit{N. Bou-Rabee} and \textit{A. Eberle}, Stoch. Partial Differ. Equ., Anal. Comput. 9, No. 1, 207--242 (2021; Zbl 1470.60202) Full Text: DOI arXiv OpenURL
Chraibi, Hassane; Dutfoy, Anne; Galtier, Thomas; Garnier, Josselin Optimal potential functions for the interacting particle system method. (English) Zbl 1469.65012 Monte Carlo Methods Appl. 27, No. 2, 137-152 (2021). MSC: 65C05 65C35 60K35 65C40 60J22 PDF BibTeX XML Cite \textit{H. Chraibi} et al., Monte Carlo Methods Appl. 27, No. 2, 137--152 (2021; Zbl 1469.65012) Full Text: DOI arXiv OpenURL
De Bortoli, Valentin; Desolneux, Agnès; Durmus, Alain; Galerne, Bruno; Leclaire, Arthur Maximum entropy methods for texture synthesis: theory and practice. (English) Zbl 1467.94014 SIAM J. Math. Data Sci. 3, No. 1, 52-82 (2021). MSC: 94A17 94A08 94A20 62B10 62L20 62P99 60J05 60J10 60J22 65C05 65C40 68U10 68T07 PDF BibTeX XML Cite \textit{V. De Bortoli} et al., SIAM J. Math. Data Sci. 3, No. 1, 52--82 (2021; Zbl 1467.94014) Full Text: DOI arXiv OpenURL
Fairbanks, Hillary R.; Villa, Umberto; Vassilevski, Panayot S. Multilevel hierarchical decomposition of finite element white noise with application to multilevel Markov chain Monte Carlo. (English) Zbl 1467.62155 SIAM J. Sci. Comput. 43, No. 3, S293-S316 (2021). MSC: 62M30 65C40 35R60 62-08 PDF BibTeX XML Cite \textit{H. R. Fairbanks} et al., SIAM J. Sci. Comput. 43, No. 3, S293--S316 (2021; Zbl 1467.62155) Full Text: DOI arXiv OpenURL
Chada, Neil K.; Franks, Jordan; Jasra, Ajay; Law, Kody J.; Vihola, Matti Unbiased inference for discretely observed hidden Markov model diffusions. (English) Zbl 1464.62038 SIAM/ASA J. Uncertain. Quantif. 9, 763-787 (2021). MSC: 62-08 62F15 62M05 65C05 60H35 65C35 65C40 PDF BibTeX XML Cite \textit{N. K. Chada} et al., SIAM/ASA J. Uncertain. Quantif. 9, 763--787 (2021; Zbl 1464.62038) Full Text: DOI arXiv OpenURL
Belomestny, Denis; Iosipoi, Leonid; Moulines, Eric; Naumov, Alexey; Samsonov, Sergey Variance reduction for dependent sequences with applications to stochastic gradient MCMC. (English) Zbl 1478.60206 SIAM/ASA J. Uncertain. Quantif. 9, 507-535 (2021). MSC: 60J20 65C40 PDF BibTeX XML Cite \textit{D. Belomestny} et al., SIAM/ASA J. Uncertain. Quantif. 9, 507--535 (2021; Zbl 1478.60206) Full Text: DOI arXiv OpenURL
Boley, Daniel On fast computation of directed graph Laplacian pseudo-inverse. (English) Zbl 07355234 Linear Algebra Appl. 623, 128-148 (2021). MSC: 65F10 65C40 05C50 60J22 PDF BibTeX XML Cite \textit{D. Boley}, Linear Algebra Appl. 623, 128--148 (2021; Zbl 07355234) Full Text: DOI arXiv OpenURL
Gautier, Guillaume; Bardenet, Rémi; Valko, Michal Fast sampling from \(\beta \)-ensembles. (English) Zbl 1462.62025 Stat. Comput. 31, No. 1, Paper No. 7, 20 p. (2021). MSC: 62-08 60K35 65C40 60B20 PDF BibTeX XML Cite \textit{G. Gautier} et al., Stat. Comput. 31, No. 1, Paper No. 7, 20 p. (2021; Zbl 1462.62025) Full Text: DOI arXiv OpenURL
Columbu, Silvia; Mameli, Valentina; Musio, Monica; Dawid, Philip The Hyvärinen scoring rule in Gaussian linear time series models. (English) Zbl 1465.62147 J. Stat. Plann. Inference 212, 126-140 (2021). MSC: 62M10 62J05 62G07 60G15 60H40 65C40 PDF BibTeX XML Cite \textit{S. Columbu} et al., J. Stat. Plann. Inference 212, 126--140 (2021; Zbl 1465.62147) Full Text: DOI arXiv OpenURL
Ding, Kailin; Ning, Ning Markov chain approximation and measure change for time-inhomogeneous stochastic processes. (English) Zbl 1461.91350 Appl. Math. Comput. 392, Article ID 125732, 19 p. (2021). MSC: 91G60 65C40 60J22 91G20 PDF BibTeX XML Cite \textit{K. Ding} and \textit{N. Ning}, Appl. Math. Comput. 392, Article ID 125732, 19 p. (2021; Zbl 1461.91350) Full Text: DOI OpenURL
Kuntz, Juan; Thomas, Philipp; Stan, Guy-Bart; Barahona, Mauricio Approximations of countably infinite linear programs over bounded measure spaces. (English) Zbl 1461.90070 SIAM J. Optim. 31, No. 1, 604-625 (2021). MSC: 90C05 90C06 60J10 60J22 65C40 PDF BibTeX XML Cite \textit{J. Kuntz} et al., SIAM J. Optim. 31, No. 1, 604--625 (2021; Zbl 1461.90070) Full Text: DOI arXiv OpenURL
Mangoubi, Oren; Pillai, Natesh; Smith, Aaron Simple conditions for metastability of continuous Markov chains. (English) Zbl 1464.60071 J. Appl. Probab. 58, No. 1, 83-105 (2021). MSC: 60J05 65C40 PDF BibTeX XML Cite \textit{O. Mangoubi} et al., J. Appl. Probab. 58, No. 1, 83--105 (2021; Zbl 1464.60071) Full Text: DOI arXiv OpenURL
Landau, David P.; Binder, Kurt A guide to Monte Carlo simulations in statistical physics. 5th updated edition. (English) Zbl 1487.82002 Cambridge: Cambridge University Press (ISBN 978-1-108-49014-6/hbk; 978-1-108-78034-6/ebook). xviii, 564 p. (2021). Reviewer: Eugene Postnikov (Kursk) MSC: 82-01 82M31 82M37 82B20 82B24 82B26 82B28 82B41 82B43 82D30 82D60 81-08 65C05 65C40 PDF BibTeX XML Cite \textit{D. P. Landau} and \textit{K. Binder}, A guide to Monte Carlo simulations in statistical physics. 5th updated edition. Cambridge: Cambridge University Press (2021; Zbl 1487.82002) Full Text: DOI OpenURL
Briani, Maya; Caramellino, Lucia; Terenzi, Giulia Convergence rate of Markov chains and hybrid numerical schemes to jump-diffusion with application to the Bates model. (English) Zbl 1477.60108 SIAM J. Numer. Anal. 59, No. 1, 477-502 (2021). MSC: 60H35 65C20 65C40 91G60 PDF BibTeX XML Cite \textit{M. Briani} et al., SIAM J. Numer. Anal. 59, No. 1, 477--502 (2021; Zbl 1477.60108) Full Text: DOI arXiv OpenURL
Kuntz, Juan; Thomas, Philipp; Stan, Guy-Bart; Barahona, Mauricio Stationary distributions of continuous-time Markov chains: a review of theory and truncation-based approximations. (English) Zbl 1469.60243 SIAM Rev. 63, No. 1, 3-64 (2021). MSC: 60J27 60J22 65C40 90C05 90C90 PDF BibTeX XML Cite \textit{J. Kuntz} et al., SIAM Rev. 63, No. 1, 3--64 (2021; Zbl 1469.60243) Full Text: DOI arXiv OpenURL
Prado, Raquel; Ferreira, Marco A. R.; West, Mike Time series. Modeling, computation, and inference. 2nd edition. (English) Zbl 1466.62009 Chapman & Hall/CRC Texts in Statistical Science Series. Boca Raton, FL: CRC Press (ISBN 978-1-4987-4702-8/hbk; 978-1-351-25942-2/ebook). xx, 452 p. (2021). MSC: 62-02 62M10 62F15 65C40 65C05 PDF BibTeX XML Cite \textit{R. Prado} et al., Time series. Modeling, computation, and inference. 2nd edition. Boca Raton, FL: CRC Press (2021; Zbl 1466.62009) Full Text: DOI OpenURL
Ankirchner, Stefan; Kruse, Thomas; Urusov, Mikhail Wasserstein convergence rates for random bit approximations of continuous Markov processes. (English) Zbl 1466.60145 J. Math. Anal. Appl. 493, No. 2, Article ID 124543, 31 p. (2021). MSC: 60J25 60B10 60H10 65C40 PDF BibTeX XML Cite \textit{S. Ankirchner} et al., J. Math. Anal. Appl. 493, No. 2, Article ID 124543, 31 p. (2021; Zbl 1466.60145) Full Text: DOI arXiv OpenURL
Kim, Minchul; Lee, Jaeyong Hamiltonian Markov chain Monte Carlo for partitioned sample spaces with application to Bayesian deep neural nets. (English) Zbl 1485.62005 J. Korean Stat. Soc. 49, No. 1, 139-160 (2020). MSC: 62-08 65C05 60J22 65C40 65Y05 68T07 PDF BibTeX XML Cite \textit{M. Kim} and \textit{J. Lee}, J. Korean Stat. Soc. 49, No. 1, 139--160 (2020; Zbl 1485.62005) Full Text: DOI OpenURL
Fasino, Dario; Tudisco, Francesco Ergodicity coefficients for higher-order stochastic processes. (English) Zbl 1483.60105 SIAM J. Math. Data Sci. 2, No. 3, 740-769 (2020). MSC: 60J10 60G50 65C30 65F35 65C40 PDF BibTeX XML Cite \textit{D. Fasino} and \textit{F. Tudisco}, SIAM J. Math. Data Sci. 2, No. 3, 740--769 (2020; Zbl 1483.60105) Full Text: DOI arXiv OpenURL
Nguyen, Dao; de Valpine, Perry; Atchade, Yves; Turek, Daniel; Michaud, Nicholas; Paciorek, Christopher Nested adaptation of MCMC algorithms. (English) Zbl 1480.62180 Bayesian Anal. 15, No. 4, 1323-1343 (2020). MSC: 62-08 62F15 62M10 65C05 65C40 PDF BibTeX XML Cite \textit{D. Nguyen} et al., Bayesian Anal. 15, No. 4, 1323--1343 (2020; Zbl 1480.62180) Full Text: DOI arXiv Euclid OpenURL
Cunningham, William J.; Surya, Sumati Dimensionally restricted causal set quantum gravity: examples in two and three dimensions. (English) Zbl 1478.83082 Classical Quantum Gravity 37, No. 5, Article ID 054002, 24 p. (2020). MSC: 83C45 83C27 65C40 65C05 PDF BibTeX XML Cite \textit{W. J. Cunningham} and \textit{S. Surya}, Classical Quantum Gravity 37, No. 5, Article ID 054002, 24 p. (2020; Zbl 1478.83082) Full Text: DOI arXiv OpenURL