Chen, Yannan; Li, Wen; Chang, Jingya Multi-linear pseudo-PageRank for hypergraph partitioning. (English) Zbl 07812561 J. Sci. Comput. 99, No. 1, Paper No. 7, 24 p. (2024). MSC: 05C65 05C70 68R10 15A69 65C40 65H10 65F10 65F50 PDFBibTeX XMLCite \textit{Y. Chen} et al., J. Sci. Comput. 99, No. 1, Paper No. 7, 24 p. (2024; Zbl 07812561) Full Text: DOI arXiv
Sørensen, Frederik A down-up chain with persistent labels on multifurcating trees. (English) Zbl 07811293 Random Struct. Algorithms 64, No. 2, 354-400 (2024). MSC: 60J60 60J80 60J25 60C05 60J22 PDFBibTeX XMLCite \textit{F. Sørensen}, Random Struct. Algorithms 64, No. 2, 354--400 (2024; Zbl 07811293) Full Text: DOI arXiv OA License
Rudolf, Daniel; Schär, Philip Dimension-independent spectral gap of polar slice sampling. (English) Zbl 07800657 Stat. Comput. 34, No. 1, Paper No. 20, 14 p. (2024). MSC: 62-08 65C05 60J05 60J22 PDFBibTeX XMLCite \textit{D. Rudolf} and \textit{P. Schär}, Stat. Comput. 34, No. 1, Paper No. 20, 14 p. (2024; Zbl 07800657) Full Text: DOI arXiv OA License
Michel, Fabian; Siegle, Markus Markov Chain Aggregation with Error Bounds on Transient Distributions. arXiv:2403.07618 Preprint, arXiv:2403.07618 [math.PR] (2024). MSC: 60J22 BibTeX Cite \textit{F. Michel} and \textit{M. Siegle}, ``Markov Chain Aggregation with Error Bounds on Transient Distributions'', Preprint, arXiv:2403.07618 [math.PR] (2024) Full Text: arXiv OA License
Power, Sam; Rudolf, Daniel; Sprungk, Björn; Wang, Andi Q. Weak Poincaré inequality comparisons for ideal and hybrid slice sampling. arXiv:2402.13678 Preprint, arXiv:2402.13678 [stat.CO] (2024). MSC: 65C05 60J22 BibTeX Cite \textit{S. Power} et al., ``Weak Poincar\'e inequality comparisons for ideal and hybrid slice sampling'', Preprint, arXiv:2402.13678 [stat.CO] (2024) Full Text: arXiv OA License
Hofstadler, Julian; Latuszynski, Krzysztof; Roberts, Gareth O.; Rudolf, Daniel Almost sure convergence rates of adaptive increasingly rare Markov chain Monte Carlo. arXiv:2402.12122 Preprint, arXiv:2402.12122 [math.NA] (2024). MSC: 65C05 65C20 60J22 BibTeX Cite \textit{J. Hofstadler} et al., ``Almost sure convergence rates of adaptive increasingly rare Markov chain Monte Carlo'', Preprint, arXiv:2402.12122 [math.NA] (2024) Full Text: arXiv OA License
Chen, Haoxuan; Ying, Lexing Ensemble-Based Annealed Importance Sampling. arXiv:2401.15645 Preprint, arXiv:2401.15645 [stat.CO] (2024). MSC: 65C05 65C40 65C60 62P35 BibTeX Cite \textit{H. Chen} and \textit{L. Ying}, ``Ensemble-Based Annealed Importance Sampling'', Preprint, arXiv:2401.15645 [stat.CO] (2024) Full Text: arXiv OA License
Xiao, Tiannan; Yang, Guoguo A convergence study of SGD-type methods for stochastic optimization. (English) Zbl 07814770 Numer. Math., Theory Methods Appl. 16, No. 4, 914-930 (2023). MSC: 60F05 60J22 37N40 PDFBibTeX XMLCite \textit{T. Xiao} and \textit{G. Yang}, Numer. Math., Theory Methods Appl. 16, No. 4, 914--930 (2023; Zbl 07814770) Full Text: DOI arXiv
Lazari, Alexandru Zero-order Markov processes with multiple final sequences of states. (English) Zbl 07796773 Bul. Acad. Științe Repub. Mold., Mat. 2023, No. 2(102), 110-115 (2023). MSC: 65C40 60J22 90C39 90C40 PDFBibTeX XMLCite \textit{A. Lazari}, Bul. Acad. Științe Repub. Mold., Mat. 2023, No. 2(102), 110--115 (2023; Zbl 07796773) Full Text: DOI
Song, Zihao; Han, Miao Correlation options pricing with exchange rate risk under regime-switching jump-diffusion models. (Chinese. English summary) Zbl 07793048 Chin. J. Appl. Probab. Stat. 39, No. 4, 547-560 (2023). MSC: 60J22 PDFBibTeX XMLCite \textit{Z. Song} and \textit{M. Han}, Chin. J. Appl. Probab. Stat. 39, No. 4, 547--560 (2023; Zbl 07793048) Full Text: Link
Schär, Philip Wasserstein contraction and spectral gap of slice sampling revisited. (English) Zbl 07790291 Electron. J. Probab. 28, Paper No. 136, 28 p. (2023). MSC: 65C05 60J05 60J22 PDFBibTeX XMLCite \textit{P. Schär}, Electron. J. Probab. 28, Paper No. 136, 28 p. (2023; Zbl 07790291) Full Text: DOI arXiv
Pereyra, Marcelo; Vargas-Mieles, Luis A.; Zygalakis, Konstantinos C. The split Gibbs sampler revisited: improvements to its algorithmic structure and augmented target distribution. (English) Zbl 07784236 SIAM J. Imaging Sci. 16, No. 4, 2040-2071 (2023). MSC: 62F15 65C40 65C60 65J22 68U10 68W25 PDFBibTeX XMLCite \textit{M. Pereyra} et al., SIAM J. Imaging Sci. 16, No. 4, 2040--2071 (2023; Zbl 07784236) Full Text: DOI arXiv
Berg, Stephen; Song, Hyebin Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain. (English) Zbl 07783622 Ann. Stat. 51, No. 6, 2440-2470 (2023). MSC: 62G05 60J05 60J22 PDFBibTeX XMLCite \textit{S. Berg} and \textit{H. Song}, Ann. Stat. 51, No. 6, 2440--2470 (2023; Zbl 07783622) Full Text: DOI arXiv Link
Ruzayqat, Hamza; Chada, Neil K.; Jasra, Ajay Unbiased estimation using underdamped Langevin dynamics. (English) Zbl 07781030 SIAM J. Sci. Comput. 45, No. 6, A3047-A3070 (2023). MSC: 60J22 65C05 65C40 82C31 62G08 35Q56 PDFBibTeX XMLCite \textit{H. Ruzayqat} et al., SIAM J. Sci. Comput. 45, No. 6, A3047--A3070 (2023; Zbl 07781030) Full Text: DOI arXiv
Luo, Yu; Stephens, David A.; Buckeridge, David L. Bayesian clustering for continuous-time hidden Markov models. (English. French summary) Zbl 07759523 Can. J. Stat. 51, No. 1, 134-156 (2023). MSC: 62-XX 60J22 62F15 62H30 PDFBibTeX XMLCite \textit{Y. Luo} et al., Can. J. Stat. 51, No. 1, 134--156 (2023; Zbl 07759523) Full Text: DOI arXiv
Suzuki, Yasuyuki; Togame, Keigo; Nakamura, Akihiro; Nomura, Taishin A Markov chain approximation of switched Fokker-Planck equations for a model of on-off intermittency in the postural control during quiet standing. (English) Zbl 07758929 Commun. Nonlinear Sci. Numer. Simul. 126, Article ID 107488, 19 p. (2023). Reviewer: Bülent Karasözen (Ankara) MSC: 65M60 65C40 60J22 65C05 34F05 37D45 70Q05 92C10 93B52 35A24 35R07 35R09 35R60 35Q84 PDFBibTeX XMLCite \textit{Y. Suzuki} et al., Commun. Nonlinear Sci. Numer. Simul. 126, Article ID 107488, 19 p. (2023; Zbl 07758929) Full Text: DOI arXiv
Dobson, Paul; Bierkens, Joris Infinite dimensional piecewise deterministic Markov processes. (English) Zbl 1523.60130 Stochastic Processes Appl. 165, 337-396 (2023). MSC: 60J25 65C05 35R15 60J22 PDFBibTeX XMLCite \textit{P. Dobson} and \textit{J. Bierkens}, Stochastic Processes Appl. 165, 337--396 (2023; Zbl 1523.60130) Full Text: DOI arXiv
Monmarché, Pierre; Rousset, Mathias; Zitt, Pierre-André Exact targeting of Gibbs distributions using velocity-jump processes. (English) Zbl 1520.60040 Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 3, 908-947 (2023). MSC: 60J22 60F05 65C05 PDFBibTeX XMLCite \textit{P. Monmarché} et al., Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 3, 908--947 (2023; Zbl 1520.60040) Full Text: DOI arXiv
Mücke, Nikolaj T.; Sanderse, Benjamin; Bohté, Sander M.; Oosterlee, Cornelis W. Markov chain generative adversarial neural networks for solving Bayesian inverse problems in physics applications. (English) Zbl 07741364 Comput. Math. Appl. 147, 278-299 (2023). MSC: 62F15 65C05 65C40 62-08 60J22 PDFBibTeX XMLCite \textit{N. T. Mücke} et al., Comput. Math. Appl. 147, 278--299 (2023; Zbl 07741364) Full Text: DOI arXiv
Bressan, Marco; Peserico, Enoch; Pretto, Luca Sublinear algorithms for local graph-centrality estimation. (English) Zbl 1521.05196 SIAM J. Comput. 52, No. 4, 968-1008 (2023). Reviewer: Ioan Tomescu (Bucureşti) MSC: 05C85 60J22 68W20 68W25 PDFBibTeX XMLCite \textit{M. Bressan} et al., SIAM J. Comput. 52, No. 4, 968--1008 (2023; Zbl 1521.05196) Full Text: DOI arXiv
Marion, Joe; Mathews, Joseph; Schmidler, Scott C. Finite-sample complexity of sequential Monte Carlo estimators. (English) Zbl 07732751 Ann. Stat. 51, No. 3, 1357-1375 (2023). MSC: 62F15 60J22 65C60 65C60 PDFBibTeX XMLCite \textit{J. Marion} et al., Ann. Stat. 51, No. 3, 1357--1375 (2023; Zbl 07732751) Full Text: DOI arXiv Link
Blanco-Castañeda, Liliana; Arunachalam, Viswanathan Applied stochastic modeling. (English) Zbl 1522.60001 Synthesis Lectures on Mathematics & Statistics. Cham: Springer (ISBN 978-3-031-31281-6/hbk; 978-3-031-31284-7/pbk; 978-3-031-31282-3/ebook). vii, 151 p. (2023). MSC: 60-01 60J10 60G55 60J22 60J80 60J85 PDFBibTeX XMLCite \textit{L. Blanco-Castañeda} and \textit{V. Arunachalam}, Applied stochastic modeling. Cham: Springer (2023; Zbl 1522.60001) Full Text: DOI
Llewellyn, Mary; King, Ruth; Elvira, Víctor; Ross, Gordon A point mass proposal method for Bayesian state-space model fitting. (English) Zbl 1517.62036 Stat. Comput. 33, No. 5, Paper No. 111, 18 p. (2023). MSC: 62-08 60J22 62F15 62M05 65C05 PDFBibTeX XMLCite \textit{M. Llewellyn} et al., Stat. Comput. 33, No. 5, Paper No. 111, 18 p. (2023; Zbl 1517.62036) Full Text: DOI arXiv
Li, Sijing; Zhang, Cheng; Zhang, Zhiwen; Zhao, Hongkai A data-driven and model-based accelerated Hamiltonian Monte Carlo method for Bayesian elliptic inverse problems. (English) Zbl 1517.62030 Stat. Comput. 33, No. 4, Paper No. 90, 16 p. (2023). MSC: 62-08 35R60 60J22 65C05 65N21 65N30 78M34 PDFBibTeX XMLCite \textit{S. Li} et al., Stat. Comput. 33, No. 4, Paper No. 90, 16 p. (2023; Zbl 1517.62030) Full Text: DOI arXiv
Liu, Jinpeng; Liu, Yuanyuan; Zhao, Yiqiang Q. Matrix-analytic methods for solving Poisson’s equation with applications to Markov chains of GI/G/1-type. (English) Zbl 1523.60126 SIAM J. Matrix Anal. Appl. 44, No. 3, 1122-1145 (2023). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60J10 60J22 60J27 PDFBibTeX XMLCite \textit{J. Liu} et al., SIAM J. Matrix Anal. Appl. 44, No. 3, 1122--1145 (2023; Zbl 1523.60126) Full Text: DOI arXiv
Melidonis, Savvas; Dobson, Paul; Altmann, Yoann; Pereyra, Marcelo; Zygalakis, Konstantinos Efficient Bayesian computation for low-photon imaging problems. (English) Zbl 1517.65011 SIAM J. Imaging Sci. 16, No. 3, 1195-1234 (2023). MSC: 65C40 62E17 62F15 62F30 65J22 68U10 PDFBibTeX XMLCite \textit{S. Melidonis} et al., SIAM J. Imaging Sci. 16, No. 3, 1195--1234 (2023; Zbl 1517.65011) Full Text: DOI arXiv
Majka, Mateusz B.; Sabate-Vidales, Marc; Szpruch, Łukasz Multi-index antithetic stochastic gradient algorithm. (English) Zbl 1516.62019 Stat. Comput. 33, No. 2, Paper No. 49, 37 p. (2023). MSC: 62-08 60J22 65C05 PDFBibTeX XMLCite \textit{M. B. Majka} et al., Stat. Comput. 33, No. 2, Paper No. 49, 37 p. (2023; Zbl 1516.62019) Full Text: DOI arXiv
Valades-Pelayo, Patricio J.; Ramirez-Cabrera, Manuel A.; Balbuena-Ortega, Argelia Linking the Monte Carlo radiative transfer algorithm to the radiative transfer equation. (English) Zbl 1518.60069 Monte Carlo Methods Appl. 29, No. 2, 173-180 (2023). MSC: 60J22 45K05 78M31 PDFBibTeX XMLCite \textit{P. J. Valades-Pelayo} et al., Monte Carlo Methods Appl. 29, No. 2, 173--180 (2023; Zbl 1518.60069) Full Text: DOI
Zhang, Gongqiu; Li, Lingfei A general approach for Parisian stopping times under Markov processes. (English) Zbl 1520.91408 Finance Stoch. 27, No. 3, 769-829 (2023). MSC: 91G20 60J28 60J22 91G60 PDFBibTeX XMLCite \textit{G. Zhang} and \textit{L. Li}, Finance Stoch. 27, No. 3, 769--829 (2023; Zbl 1520.91408) Full Text: DOI arXiv
Bénézet, Cyril; Gobet, Emmanuel; Targino, Rodrigo Transform MCMC schemes for sampling intractable factor copula models. (English) Zbl 1514.91203 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 13, 41 p. (2023). MSC: 91G60 62H05 60J22 65C05 PDFBibTeX XMLCite \textit{C. Bénézet} et al., Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 13, 41 p. (2023; Zbl 1514.91203) Full Text: DOI
Roberts, Gareth O.; Rosenthal, Jeffrey S. Polynomial convergence rates of piecewise deterministic Markov processes. (English) Zbl 1519.60068 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 6, 18 p. (2023). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60J25 60J22 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 6, 18 p. (2023; Zbl 1519.60068) Full Text: DOI
Heng, Jeremy; Jasra, Ajay; Law, Kody J. H.; Tarakanov, Alexander On unbiased estimation for discretized models. (English) Zbl 1514.65007 SIAM/ASA J. Uncertain. Quantif. 11, 616-645 (2023). MSC: 65C05 65C40 60J22 PDFBibTeX XMLCite \textit{J. Heng} et al., SIAM/ASA J. Uncertain. Quantif. 11, 616--645 (2023; Zbl 1514.65007) Full Text: DOI arXiv
Madrigal-Cianci, Juan P.; Nobile, Fabio; Tempone, Raúl Analysis of a class of multilevel Markov chain Monte Carlo algorithms based on independent Metropolis-Hastings. (English) Zbl 1518.35680 SIAM/ASA J. Uncertain. Quantif. 11, 91-138 (2023). MSC: 35R30 62F15 62P30 65M32 60J05 60J22 PDFBibTeX XMLCite \textit{J. P. Madrigal-Cianci} et al., SIAM/ASA J. Uncertain. Quantif. 11, 91--138 (2023; Zbl 1518.35680) Full Text: DOI arXiv
Katsevich, Anya Metropolis crystal surface dynamics in the rough scaling limit: from local equilibrium to semi-empirical PDE. (English) Zbl 1515.82148 Multiscale Model. Simul. 21, No. 1, 309-348 (2023). MSC: 82D25 82C22 82C24 60K35 65C40 60J22 60J27 PDFBibTeX XMLCite \textit{A. Katsevich}, Multiscale Model. Simul. 21, No. 1, 309--348 (2023; Zbl 1515.82148) Full Text: DOI
Gao, Yuan; Li, Tiejun; Li, Xiaoguang; Liu, Jian-Guo Transition path theory for Langevin dynamics on manifolds: optimal control and data-driven solver. (English) Zbl 1517.60087 Multiscale Model. Simul. 21, No. 1, 1-33 (2023). MSC: 60J22 65C05 60H30 93E20 PDFBibTeX XMLCite \textit{Y. Gao} et al., Multiscale Model. Simul. 21, No. 1, 1--33 (2023; Zbl 1517.60087) Full Text: DOI arXiv
Yang, Jun; Rosenthal, Jeffrey S. Complexity results for MCMC derived from quantitative bounds. (English) Zbl 1515.60262 Ann. Appl. Probab. 33, No. 2, 1459-1500 (2023). MSC: 60J20 60J22 65C05 PDFBibTeX XMLCite \textit{J. Yang} and \textit{J. S. Rosenthal}, Ann. Appl. Probab. 33, No. 2, 1459--1500 (2023; Zbl 1515.60262) Full Text: DOI arXiv
Qiu, Qinjing; Kawai, Reiichiro Iterative weak approximation and hard bounds for switching diffusion. (English) Zbl 1520.60041 J. Theor. Probab. 36, No. 2, 1003-1036 (2023). MSC: 60J27 60H10 60J22 65C30 PDFBibTeX XMLCite \textit{Q. Qiu} and \textit{R. Kawai}, J. Theor. Probab. 36, No. 2, 1003--1036 (2023; Zbl 1520.60041) Full Text: DOI arXiv
Ross, Sheldon M. Introduction to probability models. 13th edition. (English) Zbl 1515.60004 Amsterdam: Elsevier/Academic Press (ISBN 978-0-443-18761-2/pbk; 978-0-443-18760-5/ebook). 870 p. (2023). MSC: 60-01 60J10 60G60 60J22 60Kxx PDFBibTeX XMLCite \textit{S. M. Ross}, Introduction to probability models. 13th edition. Amsterdam: Elsevier/Academic Press (2023; Zbl 1515.60004)
Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens; Yslas, Jorge Continuous scaled phase-type distributions. (English) Zbl 1514.60018 Stoch. Models 39, No. 2, 293-322 (2023). MSC: 60E05 60G70 60J22 62F10 62N01 62P05 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Stoch. Models 39, No. 2, 293--322 (2023; Zbl 1514.60018) Full Text: DOI arXiv
Masuyama, Hiroyuki A new matrix-infinite-product-form solution for upper block-Hessenberg Markov chains and its quasi-algorithmic constructibility. (English) Zbl 1517.60095 Adv. Appl. Probab. 55, No. 1, 1-28 (2023). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J27 60J22 60K25 PDFBibTeX XMLCite \textit{H. Masuyama}, Adv. Appl. Probab. 55, No. 1, 1--28 (2023; Zbl 1517.60095) Full Text: DOI arXiv
Fukushima-Kimura, Bruno Hideki; Handa, Satoshi; Kamakura, Katsuhiro; Kamijima, Yoshinori; Kawamura, Kazushi; Sakai, Akira Mixing time and simulated annealing for the stochastic cellular automata. (English) Zbl 1526.68007 J. Stat. Phys. 190, No. 4, Paper No. 79, 20 p. (2023). Reviewer: Ctirad Matonoha (Praha) MSC: 68Q80 37B15 60J22 65C05 68Q87 82C20 90C15 90C59 PDFBibTeX XMLCite \textit{B. H. Fukushima-Kimura} et al., J. Stat. Phys. 190, No. 4, Paper No. 79, 20 p. (2023; Zbl 1526.68007) Full Text: DOI arXiv
Vandecasteele, Hannes S.; Samaey, Giovanni A micro-macro Markov chain Monte Carlo method for molecular dynamics using reaction coordinate proposals. (English) Zbl 1512.65009 SIAM J. Sci. Comput. 45, No. 2, B107-B138 (2023). MSC: 65C05 65C35 65C40 60J22 PDFBibTeX XMLCite \textit{H. S. Vandecasteele} and \textit{G. Samaey}, SIAM J. Sci. Comput. 45, No. 2, B107--B138 (2023; Zbl 1512.65009) Full Text: DOI arXiv
Corujo, Josué; Flores-Peñaloza, David; Huemer, Clemens; Pérez-Lantero, Pablo; Seara, Carlos Matching random colored points with rectangles. (English) Zbl 1516.90070 J. Comb. Optim. 45, No. 2, Paper No. 81, 18 p. (2023). MSC: 90C27 68Q87 68W40 60J10 60J22 60C05 PDFBibTeX XMLCite \textit{J. Corujo} et al., J. Comb. Optim. 45, No. 2, Paper No. 81, 18 p. (2023; Zbl 1516.90070) Full Text: DOI
Llorente, F.; Martino, L.; Delgado, D.; López-Santiago, J. Marginal likelihood computation for model selection and hypothesis testing: an extensive review. (English) Zbl 07669666 SIAM Rev. 65, No. 1, 3-58 (2023). MSC: 62-02 62F03 62F15 65C05 65C20 65C40 65C60 PDFBibTeX XMLCite \textit{F. Llorente} et al., SIAM Rev. 65, No. 1, 3--58 (2023; Zbl 07669666) Full Text: DOI arXiv
Zhang, Ying; Akyildiz, Ömer Deniz; Damoulas, Theodoros; Sabanis, Sotirios Nonasymptotic estimates for stochastic gradient Langevin dynamics under local conditions in nonconvex optimization. (English) Zbl 1512.90185 Appl. Math. Optim. 87, No. 2, Paper No. 25, 41 p. (2023). MSC: 90C26 60J20 60J22 65C05 65C40 62D05 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Appl. Math. Optim. 87, No. 2, Paper No. 25, 41 p. (2023; Zbl 1512.90185) Full Text: DOI arXiv
Vink, Jeroen C. Quantum equilibrium in stochastic de Broglie-Bohm-Bell quantum mechanics. (English) Zbl 1518.81007 Found. Phys. 53, No. 1, Paper No. 27, 19 p. (2023). MSC: 81P05 81Q70 81S25 60J22 65M30 PDFBibTeX XMLCite \textit{J. C. Vink}, Found. Phys. 53, No. 1, Paper No. 27, 19 p. (2023; Zbl 1518.81007) Full Text: DOI arXiv
Barendregt, Nicholas W.; Thomas, Peter J. Heteroclinic cycling and extinction in May-Leonard models with demographic stochasticity. (English) Zbl 1504.92094 J. Math. Biol. 86, No. 2, Paper No. 30, 28 p. (2023). MSC: 92D25 37C29 60J22 PDFBibTeX XMLCite \textit{N. W. Barendregt} and \textit{P. J. Thomas}, J. Math. Biol. 86, No. 2, Paper No. 30, 28 p. (2023; Zbl 1504.92094) Full Text: DOI arXiv
Cole, Sam; Kirkland, Steve Clusters in Markov chains via singular vectors of Laplacian matrices. (English) Zbl 1504.60126 Linear Algebra Appl. 660, 1-39 (2023). MSC: 60J22 65C40 15B51 PDFBibTeX XMLCite \textit{S. Cole} and \textit{S. Kirkland}, Linear Algebra Appl. 660, 1--39 (2023; Zbl 1504.60126) Full Text: DOI arXiv
Freguglia, Victor; Garcia, Nancy L. Detecting renewal states in chains of variable length via intrinsic Bayes factors. (English) Zbl 1502.62015 Stat. Comput. 33, No. 1, Paper No. 21, 17 p. (2023). MSC: 62-08 60J20 60J22 PDFBibTeX XMLCite \textit{V. Freguglia} and \textit{N. L. Garcia}, Stat. Comput. 33, No. 1, Paper No. 21, 17 p. (2023; Zbl 1502.62015) Full Text: DOI arXiv
Georg, Peter; Grasedyck, Lars; Klever, Maren; Schill, Rudolf; Spang, Rainer; Wettig, Tilo Low-rank tensor methods for Markov chains with applications to tumor progression models. (English) Zbl 1505.92046 J. Math. Biol. 86, No. 1, Paper No. 7, 30 p. (2023). MSC: 92C32 60J22 60J28 65F55 PDFBibTeX XMLCite \textit{P. Georg} et al., J. Math. Biol. 86, No. 1, Paper No. 7, 30 p. (2023; Zbl 1505.92046) Full Text: DOI arXiv
Baudel, Manon; Guyader, Arnaud; Lelièvre, Tony On the Hill relation and the mean reaction time for metastable processes. (English) Zbl 1503.60103 Stochastic Processes Appl. 155, 393-436 (2023). MSC: 60J22 65C40 82C31 PDFBibTeX XMLCite \textit{M. Baudel} et al., Stochastic Processes Appl. 155, 393--436 (2023; Zbl 1503.60103) Full Text: DOI arXiv
Karjalainen, Joona; Lee, Anthony; Singh, Sumeetpal S.; Vihola, Matti Mixing time of the conditional backward sampling particle filter. arXiv:2312.17572 Preprint, arXiv:2312.17572 [stat.CO] (2023). MSC: 60J22 65C05 65C40 65C35 62M05 BibTeX Cite \textit{J. Karjalainen} et al., ``Mixing time of the conditional backward sampling particle filter'', Preprint, arXiv:2312.17572 [stat.CO] (2023) Full Text: arXiv OA License
Brunswic, Leo Maxime; Li, Yinchuan; Xu, Yushun; Jui, Shangling; Ma, Lizhuang A Theory of Non-Acyclic Generative Flow Networks. arXiv:2312.15246 Preprint, arXiv:2312.15246 [cs.LG] (2023). MSC: 68T07 68T20 60J05 60J20 60J22 65F45 65J20 68T05 68T20 BibTeX Cite \textit{L. M. Brunswic} et al., ``A Theory of Non-Acyclic Generative Flow Networks'', Preprint, arXiv:2312.15246 [cs.LG] (2023) Full Text: arXiv OA License
Bini, Dario Andrea; Durastante, Fabio; Kim, Sooyeong; Meini, Beatrice On Kemeny’s constant and stochastic complement. arXiv:2312.13201 Preprint, arXiv:2312.13201 [math.NA] (2023). MSC: 60J22 65C40 65F15 BibTeX Cite \textit{D. A. Bini} et al., ``On Kemeny's constant and stochastic complement'', Preprint, arXiv:2312.13201 [math.NA] (2023) Full Text: arXiv OA License
Awadelkarim, Elsiddig; Jasra, Ajay; Ruzayqat, Hamza Unbiased Parameter Estimation for Partially Observed Diffusions. arXiv:2309.10589 Preprint, arXiv:2309.10589 [stat.CO] (2023). MSC: 60J22 62M05 65C40 62M20 BibTeX Cite \textit{E. Awadelkarim} et al., ``Unbiased Parameter Estimation for Partially Observed Diffusions'', Preprint, arXiv:2309.10589 [stat.CO] (2023) Full Text: arXiv OA License
Blom, Erik; Engblom, Stefan Morphological stability for in silico models of avascular tumors. arXiv:2309.07889 Preprint, arXiv:2309.07889 [math.DS] (2023). MSC: 35B35 92C10 65C40 92-08 BibTeX Cite \textit{E. Blom} and \textit{S. Engblom}, ``Morphological stability for in silico models of avascular tumors'', Preprint, arXiv:2309.07889 [math.DS] (2023) Full Text: arXiv OA License
Klatzer, Teresa; Dobson, Paul; Altmann, Yoann; Pereyra, Marcelo; Sanz-Serna, Jesús María; Zygalakis, Konstantinos C. Accelerated Bayesian imaging by relaxed proximal-point Langevin sampling. arXiv:2308.09460 Preprint, arXiv:2308.09460 [stat.CO] (2023). MSC: 65C40 68U10 62F15 65C60 65J22 68W25 BibTeX Cite \textit{T. Klatzer} et al., ``Accelerated Bayesian imaging by relaxed proximal-point Langevin sampling'', Preprint, arXiv:2308.09460 [stat.CO] (2023) Full Text: arXiv OA License
Polzin, Robert; Klebanov, Ilja; Nüsken, Nikolas; Koltai, Péter Coherent set identification via direct low rank maximum likelihood estimation. arXiv:2308.07663 Preprint, arXiv:2308.07663 [cs.IT] (2023). MSC: 65F55 62M05 37M10 15A23 60J22 BibTeX Cite \textit{R. Polzin} et al., ``Coherent set identification via direct low rank maximum likelihood estimation'', Preprint, arXiv:2308.07663 [cs.IT] (2023) Full Text: arXiv OA License
Habring, Andreas; Holler, Martin; Pock, Thomas Subgradient Langevin Methods for Sampling from Non-smooth Potentials. arXiv:2308.01417 Preprint, arXiv:2308.01417 [math.OC] (2023). MSC: 65C40 65C05 68U10 65C60 BibTeX Cite \textit{A. Habring} et al., ``Subgradient Langevin Methods for Sampling from Non-smooth Potentials'', Preprint, arXiv:2308.01417 [math.OC] (2023) Full Text: arXiv OA License
Branquinho, Amílcar; Díaz, Juan EF; Foulquié-Moreno, Ana; Mañas, Manuel Finite Markov chains and multiple orthogonal polynomials. arXiv:2308.00182 Preprint, arXiv:2308.00182 [math.PR] (2023). MSC: 42C05 33C45 33C47 47B39 47B36 60J10 60J22 BibTeX Cite \textit{A. Branquinho} et al., ``Finite Markov chains and multiple orthogonal polynomials'', Preprint, arXiv:2308.00182 [math.PR] (2023) Full Text: arXiv OA License
Wanner, Mathias; Mezić, Igor On Higher Order Drift and Diffusion Estimates for Stochastic SINDy. arXiv:2306.17814 Preprint, arXiv:2306.17814 [math.NA] (2023). MSC: 37H99 37M15 60H35 65C40 93E12 BibTeX Cite \textit{M. Wanner} and \textit{I. Mezić}, ``On Higher Order Drift and Diffusion Estimates for Stochastic SINDy'', Preprint, arXiv:2306.17814 [math.NA] (2023) Full Text: arXiv OA License
Lim, Jae Hyun; Kovachki, Nikola B.; Baptista, Ricardo; Beckham, Christopher; Azizzadenesheli, Kamyar; Kossaifi, Jean; Voleti, Vikram; Song, Jiaming; Kreis, Karsten; Kautz, Jan; Pal, Christopher; Vahdat, Arash; Anandkumar, Anima Score-based Diffusion Models in Function Space. arXiv:2302.07400 Preprint, arXiv:2302.07400 [cs.LG] (2023). MSC: 46B09 60J22 BibTeX Cite \textit{J. H. Lim} et al., ``Score-based Diffusion Models in Function Space'', Preprint, arXiv:2302.07400 [cs.LG] (2023) Full Text: arXiv OA License
Habeck, Michael; Hasenpflug, Mareike; Kodgirwar, Shantanu; Rudolf, Daniel Geodesic slice sampling on the sphere. arXiv:2301.08056 Preprint, arXiv:2301.08056 [stat.ME] (2023). MSC: 60J22 58C35 65C40 BibTeX Cite \textit{M. Habeck} et al., ``Geodesic slice sampling on the sphere'', Preprint, arXiv:2301.08056 [stat.ME] (2023) Full Text: arXiv OA License
Li, Yao; Tao, Molei; Wang, Shirou Landscape classification through coupling method. arXiv:2301.01447 Preprint, arXiv:2301.01447 [math.DS] (2023). MSC: 37H10 60H10 60J22 60J60 BibTeX Cite \textit{Y. Li} et al., ``Landscape classification through coupling method'', Preprint, arXiv:2301.01447 [math.DS] (2023) Full Text: arXiv OA License
Levi, Evgeny; Craiu, Radu V. Finding our way in the dark: approximate MCMC for approximate Bayesian methods. (English) Zbl 07809847 Bayesian Anal. 17, No. 1, 193-221 (2022). MSC: 62-08 62F15 60K35 60J22 65C05 PDFBibTeX XMLCite \textit{E. Levi} and \textit{R. V. Craiu}, Bayesian Anal. 17, No. 1, 193--221 (2022; Zbl 07809847) Full Text: DOI arXiv Link
Hird, Max; Livingstone, Samuel; Zanella, Giacomo A fresh take on ‘Barker dynamics’ for MCMC. (English) Zbl 07805185 Keller, Alexander (ed.), Monte Carlo and quasi-Monte Carlo methods. Revised papers of the 14th international conference in Monte Carlo and quasi-Monte Carlo methods in scientific computing, MCQMC 2020, Oxford, United Kingdom, August 10–14, 2020. Cham: Springer. Springer Proc. Math. Stat. 387, 169-184 (2022). MSC: 65-06 65C05 60J22 PDFBibTeX XMLCite \textit{M. Hird} et al., Springer Proc. Math. Stat. 387, 169--184 (2022; Zbl 07805185) Full Text: DOI arXiv
Sawicki, Jakub; Łoś, Marcin; Smołka, Maciej; Schaefer, Robert Understanding measure-driven algorithms solving irreversibly ill-conditioned problems. (English) Zbl 07733311 Nat. Comput. 21, No. 2, 289-315 (2022). MSC: 90C26 60J20 68W50 90C59 PDFBibTeX XMLCite \textit{J. Sawicki} et al., Nat. Comput. 21, No. 2, 289--315 (2022; Zbl 07733311) Full Text: DOI
Mühlenthaler, Moritz; Raß, Alexander; Schmitt, Manuel; Wanka, Rolf Exact Markov chain-based runtime analysis of a discrete particle swarm optimization algorithm on sorting and OneMax. (English) Zbl 07732613 Nat. Comput. 21, No. 4, 651-677 (2022). MSC: 68W50 60J20 68P10 68W40 90C59 PDFBibTeX XMLCite \textit{M. Mühlenthaler} et al., Nat. Comput. 21, No. 4, 651--677 (2022; Zbl 07732613) Full Text: DOI arXiv
Lu, Yingdong On a Stein method based approximation for a two-dimensional Markov chain. (English) Zbl 1520.60039 Appl. Math. 49, No. 2, 147-163 (2022). Reviewer: Nasir N. Ganikhodjaev (Tashkent) MSC: 60J22 35Q62 PDFBibTeX XMLCite \textit{Y. Lu}, Appl. Math. 49, No. 2, 147--163 (2022; Zbl 1520.60039) Full Text: DOI arXiv
Wang, Chao; Li, Bo; Wang, Lei Regular kernel method for state space model. (Chinese. English summary) Zbl 1524.60172 Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 3, 881-890 (2022). MSC: 60J22 46N30 PDFBibTeX XMLCite \textit{C. Wang} et al., Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 3, 881--890 (2022; Zbl 1524.60172) Full Text: Link
Maire, Florian; Vandekerkhove, Pierre Markov kernels local aggregation for noise vanishing distribution sampling. (English) Zbl 1511.65009 SIAM J. Math. Data Sci. 4, No. 4, 1293-1319 (2022). MSC: 65C05 60J10 60J22 PDFBibTeX XMLCite \textit{F. Maire} and \textit{P. Vandekerkhove}, SIAM J. Math. Data Sci. 4, No. 4, 1293--1319 (2022; Zbl 1511.65009) Full Text: DOI arXiv
Donati, Luca; Weber, Marcus; Keller, Bettina G. A review of Girsanov reweighting and of square root approximation for building molecular Markov state models. (English) Zbl 1509.82097 J. Math. Phys. 63, No. 12, Article ID 123306, 21 p. (2022). MSC: 82C31 60J70 60J22 81V55 PDFBibTeX XMLCite \textit{L. Donati} et al., J. Math. Phys. 63, No. 12, Article ID 123306, 21 p. (2022; Zbl 1509.82097) Full Text: DOI arXiv
Katsevich, Anya The local equilibrium state of a crystal surface jump process in the rough scaling regime. (English) Zbl 1506.82035 Multiscale Model. Simul. 20, No. 4, 1315-1360 (2022). MSC: 82D25 82C22 82C24 60K35 65C40 60J22 60J28 PDFBibTeX XMLCite \textit{A. Katsevich}, Multiscale Model. Simul. 20, No. 4, 1315--1360 (2022; Zbl 1506.82035) Full Text: DOI arXiv
Mider, Marcin; Jenkins, Paul A.; Pollock, Murray; Roberts, Gareth O. The computational cost of blocking for sampling discretely observed diffusions. (English) Zbl 1524.62124 Methodol. Comput. Appl. Probab. 24, No. 4, 3007-3027 (2022). MSC: 62F15 65C05 60J22 PDFBibTeX XMLCite \textit{M. Mider} et al., Methodol. Comput. Appl. Probab. 24, No. 4, 3007--3027 (2022; Zbl 1524.62124) Full Text: DOI arXiv
Kumar, Nitin; Gupta, Umesh Chandra Markovian arrival process subject to renewal generated binomial catastrophes. (English) Zbl 1508.92213 Methodol. Comput. Appl. Probab. 24, No. 4, 2287-2312 (2022). MSC: 92D25 60J22 65C40 60K10 PDFBibTeX XMLCite \textit{N. Kumar} and \textit{U. C. Gupta}, Methodol. Comput. Appl. Probab. 24, No. 4, 2287--2312 (2022; Zbl 1508.92213) Full Text: DOI
Ágoston, Kolos Csaba; Gyetvai, Márton On monotone likelihood ratio of stationary probabilities in bonus-malus systems. (English) Zbl 1524.60171 PU.M.A., Pure Math. Appl. 30, No. 3, 43-53 (2022). Reviewer: Göran Högnäs (Åbo) MSC: 60J22 90C11 91G05 PDFBibTeX XMLCite \textit{K. C. Ágoston} and \textit{M. Gyetvai}, PU.M.A., Pure Math. Appl. 30, No. 3, 43--53 (2022; Zbl 1524.60171) Full Text: DOI
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 1505.65014 Ann. Stat. 50, No. 6, 3592-3618 (2022). MSC: 65C40 65C05 60J22 PDFBibTeX XMLCite \textit{C. Andrieu} et al., Ann. Stat. 50, No. 6, 3592--3618 (2022; Zbl 1505.65014) Full Text: DOI arXiv Link
Privault, Nicolas Moments of Markovian growth-collapse processes. (English) Zbl 1503.60106 Adv. Appl. Probab. 54, No. 4, 1070-1093 (2022). MSC: 60J25 60J22 60G55 PDFBibTeX XMLCite \textit{N. Privault}, Adv. Appl. Probab. 54, No. 4, 1070--1093 (2022; Zbl 1503.60106) Full Text: DOI arXiv
Michel, Laurent Spectral asymptotics for the Metropolis algorithm on singular domains. (English) Zbl 1510.60071 Bull. Soc. Math. Fr. 150, No. 3, 579-623 (2022). MSC: 60J22 58J50 PDFBibTeX XMLCite \textit{L. Michel}, Bull. Soc. Math. Fr. 150, No. 3, 579--623 (2022; Zbl 1510.60071) Full Text: DOI arXiv
Churchill, Victor; Gelb, Anne Sampling-based spotlight SAR image reconstruction from phase history data for Speckle reduction and uncertainty quantification. (English) Zbl 1504.94011 SIAM/ASA J. Uncertain. Quantif. 10, 1225-1249 (2022). Reviewer: Oscar Bustos (Córdoba) MSC: 94A08 68U10 62F15 65C05 65F22 62G07 60J22 PDFBibTeX XMLCite \textit{V. Churchill} and \textit{A. Gelb}, SIAM/ASA J. Uncertain. Quantif. 10, 1225--1249 (2022; Zbl 1504.94011) Full Text: DOI
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 PDFBibTeX XMLCite \textit{P. Hagemann} et al., SIAM/ASA J. Uncertain. Quantif. 10, 1162--1190 (2022; Zbl 1498.62067) Full Text: DOI arXiv
Alpay, Daniel; Jorgensen, Palle mu-Brownian motion, dualities, diffusions, transforms, and reproducing kernel Hilbert spaces. (English) Zbl 1502.60113 J. Theor. Probab. 35, No. 4, 2757-2783 (2022). MSC: 60J22 60J70 46E22 60H40 60G15 PDFBibTeX XMLCite \textit{D. Alpay} and \textit{P. Jorgensen}, J. Theor. Probab. 35, No. 4, 2757--2783 (2022; Zbl 1502.60113) Full Text: DOI
Levasseur, Kenneth “Pass the buck” on a complete binary tree. (English) Zbl 1505.60070 Math. Mag. 95, No. 4, 349-353 (2022). MSC: 60J22 91A46 PDFBibTeX XMLCite \textit{K. Levasseur}, Math. Mag. 95, No. 4, 349--353 (2022; Zbl 1505.60070) Full Text: DOI arXiv
Uchaikin, V. V.; Litvinov, V. A.; Kozhemiakina, E. V. On effective approximation of the power spectrum of large-scale structure of the universe. (English. Russian original) Zbl 1511.83075 Russ. Phys. J. 65, No. 1, 42-54 (2022); translation from Izv. Vyssh. Uchebn. Zaved., Fiz. 65, No. 1, 38-48 (2022). MSC: 83F05 85A15 62H20 60J22 83C30 35P15 PDFBibTeX XMLCite \textit{V. V. Uchaikin} et al., Russ. Phys. J. 65, No. 1, 42--54 (2022; Zbl 1511.83075); translation from Izv. Vyssh. Uchebn. Zaved., Fiz. 65, No. 1, 38--48 (2022) Full Text: DOI
Qin, Liang; Höllmer, Philipp; Krauth, Werner Direction-sweep Markov chains. (English) Zbl 1505.82066 J. Phys. A, Math. Theor. 55, No. 10, Article ID 105003, 19 p. (2022). MSC: 82M31 60J22 PDFBibTeX XMLCite \textit{L. Qin} et al., J. Phys. A, Math. Theor. 55, No. 10, Article ID 105003, 19 p. (2022; Zbl 1505.82066) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{A. J. Basnet} and \textit{I. M. Sonin}, Ann. Oper. Res. 317, No. 2, 335--352 (2022; Zbl 1501.60041) Full Text: DOI
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 PDFBibTeX XMLCite \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
Shchegolev, Aleksandr A. A new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains. (English) Zbl 1500.60043 Random Oper. Stoch. Equ. 30, No. 3, 205-213 (2022). MSC: 60J10 60J22 60F15 PDFBibTeX XMLCite \textit{A. A. Shchegolev}, Random Oper. Stoch. Equ. 30, No. 3, 205--213 (2022; Zbl 1500.60043) Full Text: DOI arXiv
Casas, Fernando; Sanz-Serna, Jesús María; Shaw, Luke Split Hamiltonian Monte Carlo revisited. (English) Zbl 1496.62006 Stat. Comput. 32, No. 5, Paper No. 86, 14 p. (2022). MSC: 62-08 65C05 60J22 PDFBibTeX XMLCite \textit{F. Casas} et al., Stat. Comput. 32, No. 5, Paper No. 86, 14 p. (2022; Zbl 1496.62006) Full Text: DOI arXiv
Viaud, Gautier; Chen, Yuting; Cournède, Paul-Henry Full Bayesian inference in hidden Markov models of plant growth. (English) Zbl 1498.62260 Ann. Appl. Stat. 16, No. 4, 2352-2368 (2022). MSC: 62P10 60J22 62F15 62M05 92C80 PDFBibTeX XMLCite \textit{G. Viaud} et al., Ann. Appl. Stat. 16, No. 4, 2352--2368 (2022; Zbl 1498.62260) Full Text: DOI
Sixta, Sabrina; Rosenthal, Jeffrey S. Convergence rate bounds for iterative random functions using one-shot coupling. (English) Zbl 1497.62015 Stat. Comput. 32, No. 5, Paper No. 71, 25 p. (2022). MSC: 62-08 60J10 60J22 PDFBibTeX XMLCite \textit{S. Sixta} and \textit{J. S. Rosenthal}, Stat. Comput. 32, No. 5, Paper No. 71, 25 p. (2022; Zbl 1497.62015) Full Text: DOI arXiv
Pagani, Filippo; Wiegand, Martin; Nadarajah, Saralees An \(n\)-dimensional Rosenbrock distribution for Markov chain Monte Carlo testing. (English) Zbl 1496.60091 Scand. J. Stat. 49, No. 2, 657-680 (2022). MSC: 60J22 PDFBibTeX XMLCite \textit{F. Pagani} et al., Scand. J. Stat. 49, No. 2, 657--680 (2022; Zbl 1496.60091) Full Text: DOI
Feng, Yuehua; You, Jianxin; Dong, Yongxin An extrapolation iteration and its lumped type iteration for computing PageRank. (English) Zbl 1495.65043 Bull. Iran. Math. Soc. 48, No. 5, 2603-2620 (2022). MSC: 65F15 65B99 60J22 PDFBibTeX XMLCite \textit{Y. Feng} et al., Bull. Iran. Math. Soc. 48, No. 5, 2603--2620 (2022; Zbl 1495.65043) Full Text: DOI
DeVille, Lee The generalized distance spectrum of a graph and applications. (English) Zbl 1497.05145 Linear Multilinear Algebra 70, No. 13, 2425-2458 (2022). MSC: 05C50 92D25 60J10 60J22 60J27 PDFBibTeX XMLCite \textit{L. DeVille}, Linear Multilinear Algebra 70, No. 13, 2425--2458 (2022; Zbl 1497.05145) Full Text: DOI arXiv
Avrachenkov, Konstantin; Brown, Patrick; Litvak, Nelly Red light green light method for solving large Markov chains. (English) Zbl 1503.60092 J. Sci. Comput. 93, No. 1, Paper No. 18, 43 p. (2022). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60J10 60J22 65C40 PDFBibTeX XMLCite \textit{K. Avrachenkov} et al., J. Sci. Comput. 93, No. 1, Paper No. 18, 43 p. (2022; Zbl 1503.60092) Full Text: DOI arXiv
Roberts, Gareth O.; Rosenthal, Jeffrey S.; Tawn, Nicholas G. Skew Brownian motion and complexity of the ALPS algorithm. (English) Zbl 1497.60101 J. Appl. Probab. 59, No. 3, 777-796 (2022). MSC: 60J25 60J05 60J22 60J65 PDFBibTeX XMLCite \textit{G. O. Roberts} et al., J. Appl. Probab. 59, No. 3, 777--796 (2022; Zbl 1497.60101) Full Text: DOI arXiv
Spade, David Approximate bounding of mixing time for multiple-step Gibbs samplers. (English) Zbl 1497.60098 Monte Carlo Methods Appl. 28, No. 3, 221-233 (2022). MSC: 60J05 60J10 60J22 PDFBibTeX XMLCite \textit{D. Spade}, Monte Carlo Methods Appl. 28, No. 3, 221--233 (2022; Zbl 1497.60098) Full Text: DOI
Cole, Alex; Miller, Benjamin K.; Witte, Samuel J.; Cai, Maxwell X.; Grootes, Meiert W.; Nattino, Francesco; Weniger, Christoph Fast and credible likelihood-free cosmology with truncated marginal neural ratio estimation. (English) Zbl 1507.83090 J. Cosmol. Astropart. Phys. 2022, No. 9, Paper No. 4, 38 p. (2022). MSC: 83F05 62F10 62D05 62M45 60J22 65C05 83-10 PDFBibTeX XMLCite \textit{A. Cole} et al., J. Cosmol. Astropart. Phys. 2022, No. 9, Paper No. 4, 38 p. (2022; Zbl 1507.83090) Full Text: DOI arXiv
Tan, Xinyu; Rengaswamy, Narayanan; Calderbank, Robert Approximate unitary 3-designs from transvection Markov chains. (English) Zbl 1504.81064 Des. Codes Cryptography 90, No. 9, 2181-2204 (2022). MSC: 81P68 68P30 05C25 28C10 60J22 15A66 05C90 PDFBibTeX XMLCite \textit{X. Tan} et al., Des. Codes Cryptography 90, No. 9, 2181--2204 (2022; Zbl 1504.81064) Full Text: DOI arXiv
Fu, Michael C.; Li, Bingqing; Wu, Rongwen; Zhang, Tianqi Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model. (English) Zbl 1498.91438 Front. Math. Finance 1, No. 1, 137-160 (2022). MSC: 91G20 91G60 60J22 PDFBibTeX XMLCite \textit{M. C. Fu} et al., Front. Math. Finance 1, No. 1, 137--160 (2022; Zbl 1498.91438) Full Text: DOI arXiv