Glatt-Holtz, Nathan; Krometis, Justin; Mondaini, Cecilia On the accept-reject mechanism for Metropolis-Hastings algorithms. (English) Zbl 07791536 Ann. Appl. Probab. 33, No. 6B, 5279-5333 (2023). Reviewer: Pierre Monmarché (Paris) MSC: 65P10 65C05 PDFBibTeX XMLCite \textit{N. Glatt-Holtz} et al., Ann. Appl. Probab. 33, No. 6B, 5279--5333 (2023; Zbl 07791536) Full Text: DOI arXiv
Lehec, Joseph The Langevin Monte Carlo algorithm in the non-smooth log-concave case. (English) Zbl 07789649 Ann. Appl. Probab. 33, No. 6A, 4858-4874 (2023). MSC: 62D05 52A23 65C05 68W20 PDFBibTeX XMLCite \textit{J. Lehec}, Ann. Appl. Probab. 33, No. 6A, 4858--4874 (2023; Zbl 07789649) Full Text: DOI arXiv
Johnston, Samuel G. G.; Lambert, Amaury The coalescent structure of uniform and Poisson samples from multitype branching processes. (English) Zbl 07789648 Ann. Appl. Probab. 33, No. 6A, 4820-4857 (2023). MSC: 60J90 60G09 60G55 60J80 PDFBibTeX XMLCite \textit{S. G. G. Johnston} and \textit{A. Lambert}, Ann. Appl. Probab. 33, No. 6A, 4820--4857 (2023; Zbl 07789648) Full Text: DOI arXiv
Paes Leme, Renato; Schneider, Jon Multiparameter Bernoulli factories. (English) Zbl 07787929 Ann. Appl. Probab. 33, No. 5, 3987-4007 (2023). MSC: 60-08 PDFBibTeX XMLCite \textit{R. Paes Leme} and \textit{J. Schneider}, Ann. Appl. Probab. 33, No. 5, 3987--4007 (2023; Zbl 07787929) Full Text: DOI arXiv Link
Leimkuhler, Benedict; Sharma, Akash; Tretyakov, Michael V. Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions. (English) Zbl 1525.60086 Ann. Appl. Probab. 33, No. 3, 1904-1960 (2023). MSC: 60H35 65C30 60H10 37H10 PDFBibTeX XMLCite \textit{B. Leimkuhler} et al., Ann. Appl. Probab. 33, No. 3, 1904--1960 (2023; Zbl 1525.60086) Full Text: DOI arXiv
Dirksen, Sjoerd; Mendelson, Shahar Robust one-bit compressed sensing with partial circulant matrices. (English) Zbl 1515.94023 Ann. Appl. Probab. 33, No. 3, 1874-1903 (2023). MSC: 94A12 94A20 60D05 PDFBibTeX XMLCite \textit{S. Dirksen} and \textit{S. Mendelson}, Ann. Appl. Probab. 33, No. 3, 1874--1903 (2023; Zbl 1515.94023) Full Text: DOI arXiv
Alimohammadi, Yeganeh; Diaconis, Persi; Roghani, Mohammad; Saberi, Amin Sequential importance sampling for estimating expectations over the space of perfect matchings. (English) Zbl 1515.60035 Ann. Appl. Probab. 33, No. 2, 999-1033 (2023). MSC: 60C05 05B15 62D05 65C05 PDFBibTeX XMLCite \textit{Y. Alimohammadi} et al., Ann. Appl. Probab. 33, No. 2, 999--1033 (2023; Zbl 1515.60035) Full Text: DOI arXiv
Ehrlacher, Virginie; Lelièvre, Tony; Monmarché, Pierre Adaptive force biasing algorithms: new convergence results and tensor approximations of the bias. (English) Zbl 1504.65005 Ann. Appl. Probab. 32, No. 5, 3850-3888 (2022). MSC: 65C05 15A69 60J60 65F99 PDFBibTeX XMLCite \textit{V. Ehrlacher} et al., Ann. Appl. Probab. 32, No. 5, 3850--3888 (2022; Zbl 1504.65005) Full Text: DOI arXiv
Gnewuch, Michael; Hebbinghaus, Nils Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples. (English) Zbl 1473.11150 Ann. Appl. Probab. 31, No. 4, 1944-1965 (2021). MSC: 11K38 60C05 62D05 65C05 65D30 65Y20 PDFBibTeX XMLCite \textit{M. Gnewuch} and \textit{N. Hebbinghaus}, Ann. Appl. Probab. 31, No. 4, 1944--1965 (2021; Zbl 1473.11150) Full Text: DOI arXiv Link
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 PDFBibTeX XMLCite \textit{V. Natarovskii} et al., Ann. Appl. Probab. 31, No. 2, 806--825 (2021; Zbl 07420501) Full Text: DOI arXiv Link
Gan, Han L.; Ross, Nathan Stein’s method for the Poisson-Dirichlet distribution and the Ewens sampling formula, with applications to Wright-Fisher models. (English) Zbl 1476.60025 Ann. Appl. Probab. 31, No. 2, 625-667 (2021). MSC: 60E05 92D25 60B10 60J25 PDFBibTeX XMLCite \textit{H. L. Gan} and \textit{N. Ross}, Ann. Appl. Probab. 31, No. 2, 625--667 (2021; Zbl 1476.60025) Full Text: DOI arXiv Link
Lagarias, Jeffrey C.; Rodgers, Brad Band-limited mimicry of point processes by point processes supported on a lattice. (English) Zbl 1489.60086 Ann. Appl. Probab. 31, No. 1, 351-376 (2021). MSC: 60G55 44A60 94A20 PDFBibTeX XMLCite \textit{J. C. Lagarias} and \textit{B. Rodgers}, Ann. Appl. Probab. 31, No. 1, 351--376 (2021; Zbl 1489.60086) Full Text: DOI arXiv Link
Dolera, Emanuele; Favaro, Stefano A Berry-Esseen theorem for Pitman’s \(\alpha\)-diversity. (English) Zbl 1459.60070 Ann. Appl. Probab. 30, No. 2, 847-869 (2020). MSC: 60F15 60G57 PDFBibTeX XMLCite \textit{E. Dolera} and \textit{S. Favaro}, Ann. Appl. Probab. 30, No. 2, 847--869 (2020; Zbl 1459.60070) Full Text: DOI arXiv Euclid
Diehl, Christina S.; Kersting, Götz Tree lengths for general \(\Lambda \)-coalescents and the asymptotic site frequency spectrum around the Bolthausen-Sznitman coalescent. (English) Zbl 1475.60159 Ann. Appl. Probab. 29, No. 5, 2700-2743 (2019). Reviewer: Alexander Iksanov (Kiev) MSC: 60J74 60F05 60J90 60J27 92D25 PDFBibTeX XMLCite \textit{C. S. Diehl} and \textit{G. Kersting}, Ann. Appl. Probab. 29, No. 5, 2700--2743 (2019; Zbl 1475.60159) Full Text: DOI arXiv
Tsukuda, Koji On Poisson approximations for the Ewens sampling formula when the mutation parameter grows with the sample size. (English) Zbl 1466.60053 Ann. Appl. Probab. 29, No. 2, 1188-1232 (2019). MSC: 60F05 60B12 62E20 92D10 17D92 PDFBibTeX XMLCite \textit{K. Tsukuda}, Ann. Appl. Probab. 29, No. 2, 1188--1232 (2019; Zbl 1466.60053) Full Text: DOI arXiv Euclid
Mendelson, Shahar; Rauhut, Holger; Ward, Rachel Improved bounds for sparse recovery from subsampled random convolutions. (English) Zbl 1441.94062 Ann. Appl. Probab. 28, No. 6, 3491-3527 (2018). Reviewer: Youming Liu (Beijing) MSC: 94A20 60B20 PDFBibTeX XMLCite \textit{S. Mendelson} et al., Ann. Appl. Probab. 28, No. 6, 3491--3527 (2018; Zbl 1441.94062) Full Text: DOI arXiv Euclid
Pitman, Jim; Yakubovich, Yuri Ordered and size-biased frequencies in GEM and Gibbs’ models for species sampling. (English) Zbl 1410.60015 Ann. Appl. Probab. 28, No. 3, 1793-1820 (2018). MSC: 60C05 60G09 PDFBibTeX XMLCite \textit{J. Pitman} and \textit{Y. Yakubovich}, Ann. Appl. Probab. 28, No. 3, 1793--1820 (2018; Zbl 1410.60015) Full Text: DOI arXiv Euclid
Chatterjee, Sourav; Diaconis, Persi The sample size required in importance sampling. (English) Zbl 1391.65008 Ann. Appl. Probab. 28, No. 2, 1099-1135 (2018). MSC: 65C05 65C60 60F05 82B80 PDFBibTeX XMLCite \textit{S. Chatterjee} and \textit{P. Diaconis}, Ann. Appl. Probab. 28, No. 2, 1099--1135 (2018; Zbl 1391.65008) Full Text: DOI arXiv Euclid
Jacod, Jean; Todorov, Viktor Limit theorems for integrated local empirical characteristic exponents from noisy high-frequency data with application to volatility and jump activity estimation. (English) Zbl 1391.60044 Ann. Appl. Probab. 28, No. 1, 511-576 (2018). MSC: 60F05 60F17 60G51 60G07 PDFBibTeX XMLCite \textit{J. Jacod} and \textit{V. Todorov}, Ann. Appl. Probab. 28, No. 1, 511--576 (2018; Zbl 1391.60044) Full Text: DOI
Bou-Rabee, Nawaf; Sanz-Serna, Jesús María Randomized Hamiltonian Monte Carlo. (English) Zbl 1373.60129 Ann. Appl. Probab. 27, No. 4, 2159-2194 (2017). MSC: 60J25 62D05 60J22 60H30 37A50 PDFBibTeX XMLCite \textit{N. Bou-Rabee} and \textit{J. M. Sanz-Serna}, Ann. Appl. Probab. 27, No. 4, 2159--2194 (2017; Zbl 1373.60129) Full Text: DOI arXiv Euclid
Athreya, Siva; Röllin, Adrian Dense graph limits under respondent-driven sampling. (English) Zbl 1350.05151 Ann. Appl. Probab. 26, No. 4, 2193-2210 (2016). MSC: 05C80 05C42 60J20 37A30 47A35 PDFBibTeX XMLCite \textit{S. Athreya} and \textit{A. Röllin}, Ann. Appl. Probab. 26, No. 4, 2193--2210 (2016; Zbl 1350.05151) Full Text: DOI arXiv Euclid
Dupuis, Paul; Spiliopoulos, Konstantinos; Zhou, Xiang Escaping from an attractor: Importance sampling and rest points. I. (English) Zbl 1334.65007 Ann. Appl. Probab. 25, No. 5, 2909-2958 (2015). Reviewer: Philipp Dörsek (London) MSC: 65C05 60F10 60H10 60J60 65C30 65C50 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Ann. Appl. Probab. 25, No. 5, 2909--2958 (2015; Zbl 1334.65007) Full Text: DOI arXiv Euclid
Joseph, Adrien The component sizes of a critical random graph with given degree sequence. (English) Zbl 1318.60015 Ann. Appl. Probab. 24, No. 6, 2560-2594 (2014). Reviewer: Nikolaos Fountoulakis (Edgbaston) MSC: 60C05 05C80 90B15 PDFBibTeX XMLCite \textit{A. Joseph}, Ann. Appl. Probab. 24, No. 6, 2560--2594 (2014; Zbl 1318.60015) Full Text: DOI arXiv Euclid
Hairer, Martin; Stuart, Andrew M.; Vollmer, Sebastian J. Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions. (English) Zbl 1307.65002 Ann. Appl. Probab. 24, No. 6, 2455-2490 (2014). Reviewer: Jaromir Antoch (Praha) MSC: 65C05 65C40 60J22 60G50 60G60 PDFBibTeX XMLCite \textit{M. Hairer} et al., Ann. Appl. Probab. 24, No. 6, 2455--2490 (2014; Zbl 1307.65002) Full Text: DOI arXiv Euclid
Broniatowski, Michel; Caron, Virgile Long runs under a conditional limit distribution. (English) Zbl 1350.60006 Ann. Appl. Probab. 24, No. 6, 2246-2296 (2014). Reviewer: Pavel Gapeev (London) MSC: 60B10 65C50 60F10 PDFBibTeX XMLCite \textit{M. Broniatowski} and \textit{V. Caron}, Ann. Appl. Probab. 24, No. 6, 2246--2296 (2014; Zbl 1350.60006) Full Text: DOI arXiv Euclid
Collamore, Jeffrey F.; Diao, Guoqing; Vidyashankar, Anand N. Rare event simulation for processes generated via stochastic fixed point equations. (English) Zbl 1316.65015 Ann. Appl. Probab. 24, No. 5, 2143-2175 (2014). Reviewer: Gong Guanglu (Beijing) MSC: 65C50 65C05 91G60 60H25 60F10 60G40 60J05 60J10 60J22 60K15 65C40 91B30 91B84 PDFBibTeX XMLCite \textit{J. F. Collamore} et al., Ann. Appl. Probab. 24, No. 5, 2143--2175 (2014; Zbl 1316.65015) Full Text: DOI arXiv Euclid
Beskos, Alexandros; Crisan, Dan; Jasra, Ajay On the stability of sequential Monte Carlo methods in high dimensions. (English) Zbl 1304.82070 Ann. Appl. Probab. 24, No. 4, 1396-1445 (2014). Reviewer: Piotr Garbaczewski (Opole) MSC: 82C80 60K35 60F99 62F15 65C05 91G60 PDFBibTeX XMLCite \textit{A. Beskos} et al., Ann. Appl. Probab. 24, No. 4, 1396--1445 (2014; Zbl 1304.82070) Full Text: DOI arXiv Euclid
Smith, Aaron A Gibbs sampler on the \(n\)-simplex. (English) Zbl 1293.60072 Ann. Appl. Probab. 24, No. 1, 114-130 (2014). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60J22 60J10 65C40 PDFBibTeX XMLCite \textit{A. Smith}, Ann. Appl. Probab. 24, No. 1, 114--130 (2014; Zbl 1293.60072) Full Text: DOI arXiv Euclid
Collevecchio, Andrea; Cotar, Codina; LiCalzi, Marco On a preferential attachment and generalized Pólya’s urn model. (English) Zbl 1266.05150 Ann. Appl. Probab. 23, No. 3, 1219-1253 (2013). MSC: 05C80 90B15 60C05 PDFBibTeX XMLCite \textit{A. Collevecchio} et al., Ann. Appl. Probab. 23, No. 3, 1219--1253 (2013; Zbl 1266.05150) Full Text: DOI arXiv Euclid
Łatuszyński, Krzysztof; Roberts, Gareth O.; Rosenthal, Jeffrey S. Adaptive Gibbs samplers and related MCMC methods. (English) Zbl 1263.60067 Ann. Appl. Probab. 23, No. 1, 66-98 (2013). MSC: 60J22 60J05 65C05 62F15 PDFBibTeX XMLCite \textit{K. Łatuszyński} et al., Ann. Appl. Probab. 23, No. 1, 66--98 (2013; Zbl 1263.60067) Full Text: DOI arXiv Euclid
Jenkins, Paul A.; Song, Yun S. Padé approximants and exact two-locus sampling distributions. (English) Zbl 1242.65017 Ann. Appl. Probab. 22, No. 2, 576-607 (2012). MSC: 65C50 92D15 92D10 62E20 62P10 62D05 PDFBibTeX XMLCite \textit{P. A. Jenkins} and \textit{Y. S. Song}, Ann. Appl. Probab. 22, No. 2, 576--607 (2012; Zbl 1242.65017) Full Text: DOI arXiv Euclid
Chan, Hock Peng; Lai, Tze Leung A sequential Monte Carlo approach to computing tail probabilities in stochastic models. (English) Zbl 1246.60042 Ann. Appl. Probab. 21, No. 6, 2315-2342 (2011). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 60F10 65C05 60J22 60K35 65C20 PDFBibTeX XMLCite \textit{H. P. Chan} and \textit{T. L. Lai}, Ann. Appl. Probab. 21, No. 6, 2315--2342 (2011; Zbl 1246.60042) Full Text: DOI arXiv
James, Lancelot F.; Zhang, Zhiyuan Quantile clocks. (English) Zbl 1246.60027 Ann. Appl. Probab. 21, No. 5, 1627-1662 (2011). Reviewer: Aleksander Iksanov (Kiev) MSC: 60E07 60G51 60G09 91G80 PDFBibTeX XMLCite \textit{L. F. James} and \textit{Z. Zhang}, Ann. Appl. Probab. 21, No. 5, 1627--1662 (2011; Zbl 1246.60027) Full Text: DOI arXiv
Jacod, Jean; Todorov, Viktor Do price and volatility jump together? (English) Zbl 1203.62139 Ann. Appl. Probab. 20, No. 4, 1425-1469 (2010). MSC: 62M05 62F12 62P05 65C05 60G48 PDFBibTeX XMLCite \textit{J. Jacod} and \textit{V. Todorov}, Ann. Appl. Probab. 20, No. 4, 1425--1469 (2010; Zbl 1203.62139) Full Text: DOI arXiv
Lemaire, Vincent; Pagès, Gilles Unconstrained recursive importance sampling. (English) Zbl 1207.65007 Ann. Appl. Probab. 20, No. 3, 1029-1067 (2010). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C05 65C30 65C35 60H10 60H35 60J60 PDFBibTeX XMLCite \textit{V. Lemaire} and \textit{G. Pagès}, Ann. Appl. Probab. 20, No. 3, 1029--1067 (2010; Zbl 1207.65007) Full Text: DOI arXiv
Jenkins, Paul A.; Song, Yun S. An asymptotic sampling formula for the coalescent with recombination. (English) Zbl 1193.92077 Ann. Appl. Probab. 20, No. 3, 1005-1028 (2010). MSC: 92D15 92D10 60C05 65C50 PDFBibTeX XMLCite \textit{P. A. Jenkins} and \textit{Y. S. Song}, Ann. Appl. Probab. 20, No. 3, 1005--1028 (2010; Zbl 1193.92077) Full Text: DOI arXiv
Goldenshluger, Alexander; Zeevi, Assaf Woodroofe’s one-armed bandit problem revisited. (English) Zbl 1168.62071 Ann. Appl. Probab. 19, No. 4, 1603-1633 (2009). MSC: 62L05 62C20 60G40 PDFBibTeX XMLCite \textit{A. Goldenshluger} and \textit{A. Zeevi}, Ann. Appl. Probab. 19, No. 4, 1603--1633 (2009; Zbl 1168.62071) Full Text: DOI arXiv
Blanchet, Jose H. Efficient importance sampling for binary contingency tables. (English) Zbl 1180.65010 Ann. Appl. Probab. 19, No. 3, 949-982 (2009). MSC: 65C60 62H17 PDFBibTeX XMLCite \textit{J. H. Blanchet}, Ann. Appl. Probab. 19, No. 3, 949--982 (2009; Zbl 1180.65010) Full Text: DOI arXiv
Holden, Lars; Hauge, Ragnar; Holden, Marit Adaptive independent Metropolis-Hastings. (English) Zbl 1192.65009 Ann. Appl. Probab. 19, No. 1, 395-413 (2009). Reviewer: Christian Lecot (Le Bourget-du-Lac) MSC: 65C05 65C40 60J22 PDFBibTeX XMLCite \textit{L. Holden} et al., Ann. Appl. Probab. 19, No. 1, 395--413 (2009; Zbl 1192.65009) Full Text: DOI arXiv
Lijoi, Antonio; Prünster, Igor; Walker, Stephen G. Bayesian nonparametric estimators derived from conditional Gibbs structures. (English) Zbl 1142.62333 Ann. Appl. Probab. 18, No. 4, 1519-1547 (2008). MSC: 62G05 62F15 62P10 92C40 60G57 PDFBibTeX XMLCite \textit{A. Lijoi} et al., Ann. Appl. Probab. 18, No. 4, 1519--1547 (2008; Zbl 1142.62333) Full Text: DOI arXiv
Blanchet, Jose; Glynn, Peter Efficient rare-event simulation for the maximum of heavy-tailed random walks. (English) Zbl 1147.60315 Ann. Appl. Probab. 18, No. 4, 1351-1378 (2008). MSC: 60G50 60J05 68W40 60G70 60J20 PDFBibTeX XMLCite \textit{J. Blanchet} and \textit{P. Glynn}, Ann. Appl. Probab. 18, No. 4, 1351--1378 (2008; Zbl 1147.60315) Full Text: DOI arXiv
Dupuis, Paul; Sezer, Ali Devin; Wang, Hui Dynamic importance sampling for queueing networks. (English) Zbl 1144.60022 Ann. Appl. Probab. 17, No. 4, 1306-1346 (2007). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F10 65C05 49N90 60K25 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Ann. Appl. Probab. 17, No. 4, 1306--1346 (2007; Zbl 1144.60022) Full Text: DOI arXiv
Chan, Hock Peng; Lai, Tze Leung Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities. (English) Zbl 1134.65005 Ann. Appl. Probab. 17, No. 2, 440-473 (2007). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C05 60F10 60J05 65C40 60J22 60G50 PDFBibTeX XMLCite \textit{H. P. Chan} and \textit{T. L. Lai}, Ann. Appl. Probab. 17, No. 2, 440--473 (2007; Zbl 1134.65005) Full Text: DOI arXiv
Hayes, Thomas P.; Vigoda, Eric Coupling with the stationary distribution and improved sampling for colorings and independent sets. (English) Zbl 1120.60067 Ann. Appl. Probab. 16, No. 3, 1297-1318 (2006). Reviewer: Neculai Curteanu (Iaşi) MSC: 60J10 68W20 PDFBibTeX XMLCite \textit{T. P. Hayes} and \textit{E. Vigoda}, Ann. Appl. Probab. 16, No. 3, 1297--1318 (2006; Zbl 1120.60067) Full Text: DOI arXiv
Del Moral, Pierre; Garnier, Josselin Genealogical particle analysis of rare events. (English) Zbl 1097.65013 Ann. Appl. Probab. 15, No. 4, 2496-2534 (2005). Reviewer: Aniket Mahanti (Calgary) MSC: 65C35 62P35 65C05 65C40 PDFBibTeX XMLCite \textit{P. Del Moral} and \textit{J. Garnier}, Ann. Appl. Probab. 15, No. 4, 2496--2534 (2005; Zbl 1097.65013) Full Text: DOI arXiv
Beskos, Alexandros; Roberts, Gareth O. Exact simulation of diffusions. (English) Zbl 1101.60060 Ann. Appl. Probab. 15, No. 4, 2422-2444 (2005). Reviewer: Heinrich Hering (Rockenberg) MSC: 60J60 65C05 PDFBibTeX XMLCite \textit{A. Beskos} and \textit{G. O. Roberts}, Ann. Appl. Probab. 15, No. 4, 2422--2444 (2005; Zbl 1101.60060) Full Text: DOI arXiv
Dupuis, Paul; Wang, Hui Dynamic importance sampling for uniformly recurrent Markov chains. (English) Zbl 1068.60036 Ann. Appl. Probab. 15, No. 1A, 1-38 (2005). Reviewer: Gong Guanglu (Beijing) MSC: 60F10 65C05 93E20 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{H. Wang}, Ann. Appl. Probab. 15, No. 1A, 1--38 (2005; Zbl 1068.60036) Full Text: DOI arXiv
Albin, J. M. P. On sampling of stationary increment processes. (English) Zbl 1075.60023 Ann. Appl. Probab. 14, No. 4, 2016-2037 (2004). Reviewer: Andrew Olenko (Kyïv) MSC: 60G10 60G70 60G15 68U20 PDFBibTeX XMLCite \textit{J. M. P. Albin}, Ann. Appl. Probab. 14, No. 4, 2016--2037 (2004; Zbl 1075.60023) Full Text: DOI arXiv Euclid
Joyce, Paul; Krone, Stephen M.; Kurtz, Thomas G. When can one detect overdominant selection in the infinite-alleles model? (English) Zbl 1011.62115 Ann. Appl. Probab. 13, No. 1, 181-212 (2003). MSC: 62P10 92D15 62F05 60F15 60G42 PDFBibTeX XMLCite \textit{P. Joyce} et al., Ann. Appl. Probab. 13, No. 1, 181--212 (2003; Zbl 1011.62115) Full Text: DOI
Collamore, J. F. Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors. (English) Zbl 1021.65003 Ann. Appl. Probab. 12, No. 1, 382-421 (2002). Reviewer: Radu Theodorescu (Quebec) MSC: 65C05 60J05 62D05 62M05 60F10 PDFBibTeX XMLCite \textit{J. F. Collamore}, Ann. Appl. Probab. 12, No. 1, 382--421 (2002; Zbl 1021.65003) Full Text: DOI
Grote, Mark N.; Speed, Terence P. Approximate Ewens formulae for symmetric overdominance selection. (English) Zbl 1010.62100 Ann. Appl. Probab. 12, No. 2, 637-663 (2002). MSC: 62P10 92D15 92D10 PDFBibTeX XMLCite \textit{M. N. Grote} and \textit{T. P. Speed}, Ann. Appl. Probab. 12, No. 2, 637--663 (2002; Zbl 1010.62100) Full Text: DOI
Corcoran, J. N.; Tweedie, R. L. Perfect sampling of ergodic Harris chains. (English) Zbl 1017.60082 Ann. Appl. Probab. 11, No. 2, 438-451 (2001). Reviewer: B.Grigelionis (Vilnius) MSC: 60J10 60K05 60K30 PDFBibTeX XMLCite \textit{J. N. Corcoran} and \textit{R. L. Tweedie}, Ann. Appl. Probab. 11, No. 2, 438--451 (2001; Zbl 1017.60082) Full Text: DOI
Madras, Neal; Piccioni, Mauro Importance sampling for families of distributions. (English) Zbl 0966.60061 Ann. Appl. Probab. 9, No. 4, 1202-1225 (1999). Reviewer: Thomas Siegl (Frankfurt) MSC: 60J05 65C99 PDFBibTeX XMLCite \textit{N. Madras} and \textit{M. Piccioni}, Ann. Appl. Probab. 9, No. 4, 1202--1225 (1999; Zbl 0966.60061) Full Text: DOI
Kollman, Craig; Baggerly, Keith; Cox, Dennis; Picard, Rick Adapative importance sampling on discrete Markov chains. (English) Zbl 0939.65009 Ann. Appl. Probab. 9, No. 2, 391-412 (1999). Reviewer: J.Antoch (Praha) MSC: 65C40 65C35 60J10 60J22 PDFBibTeX XMLCite \textit{C. Kollman} et al., Ann. Appl. Probab. 9, No. 2, 391--412 (1999; Zbl 0939.65009) Full Text: DOI
Stein, Michael L. Predicting random fields with increasing dense observations. (English) Zbl 0955.62095 Ann. Appl. Probab. 9, No. 1, 242-273 (1999). Reviewer: Pedro A.Morettin (São Paulo) MSC: 62M20 62M40 41A25 PDFBibTeX XMLCite \textit{M. L. Stein}, Ann. Appl. Probab. 9, No. 1, 242--273 (1999; Zbl 0955.62095) Full Text: DOI
Feng, Shui; Hoppe, Fred M. Large deviation principles for some random combinatorial structures in population genetics and Brownian motion. (English) Zbl 0945.60019 Ann. Appl. Probab. 8, No. 4, 975-994 (1998). Reviewer: A.Mogulskij (Novosibirsk) MSC: 60F10 05A17 92D10 PDFBibTeX XMLCite \textit{S. Feng} and \textit{F. M. Hoppe}, Ann. Appl. Probab. 8, No. 4, 975--994 (1998; Zbl 0945.60019) Full Text: DOI
Fill, James Allen An interruptible algorithm for perfect sampling via Markov chains. (English) Zbl 0939.60084 Ann. Appl. Probab. 8, No. 1, 131-162 (1998). Reviewer: L.Lakatos (Budapest) MSC: 60J10 68U20 60G40 62D05 PDFBibTeX XMLCite \textit{J. A. Fill}, Ann. Appl. Probab. 8, No. 1, 131--162 (1998; Zbl 0939.60084) Full Text: DOI
Goldstein, Larry; Reinert, Gesine Stein’s method and the zero bias transformation with application to simple random sampling. (English) Zbl 0903.60019 Ann. Appl. Probab. 7, No. 4, 935-952 (1997). Reviewer: A.D.Barbour (Zürich) MSC: 60F05 62D05 60E10 PDFBibTeX XMLCite \textit{L. Goldstein} and \textit{G. Reinert}, Ann. Appl. Probab. 7, No. 4, 935--952 (1997; Zbl 0903.60019) Full Text: DOI arXiv
Assaf, David Estimating the state of a noisy continuous time Markov chain when dynamic sampling is feasible. (English) Zbl 0890.62072 Ann. Appl. Probab. 7, No. 3, 822-836 (1997). MSC: 62M20 93E20 60J27 60J60 PDFBibTeX XMLCite \textit{D. Assaf}, Ann. Appl. Probab. 7, No. 3, 822--836 (1997; Zbl 0890.62072) Full Text: DOI
Glasserman, Paul; Wang, Yashan Counterexamples in importance sampling for large deviations probabilities. (English) Zbl 0892.60043 Ann. Appl. Probab. 7, No. 3, 731-746 (1997). MSC: 60F10 60G50 65C05 PDFBibTeX XMLCite \textit{P. Glasserman} and \textit{Y. Wang}, Ann. Appl. Probab. 7, No. 3, 731--746 (1997; Zbl 0892.60043) Full Text: DOI
Fishman, George S. Coordinate selection rules for Gibbs sampling. (English) Zbl 0855.60060 Ann. Appl. Probab. 6, No. 2, 444-465 (1996). MSC: 60J05 65C05 PDFBibTeX XMLCite \textit{G. S. Fishman}, Ann. Appl. Probab. 6, No. 2, 444--465 (1996; Zbl 0855.60060) Full Text: DOI
Stein, Michael L. Predicting integrals of stochastic processes. (English) Zbl 0820.62081 Ann. Appl. Probab. 5, No. 1, 158-170 (1995). MSC: 62M20 41A55 PDFBibTeX XMLCite \textit{M. L. Stein}, Ann. Appl. Probab. 5, No. 1, 158--170 (1995; Zbl 0820.62081) Full Text: DOI
Chang, Joseph T. Inequalities for the overshoot. (English) Zbl 0812.60021 Ann. Appl. Probab. 4, No. 4, 1223-1233 (1994). MSC: 60E15 60K05 60G50 PDFBibTeX XMLCite \textit{J. T. Chang}, Ann. Appl. Probab. 4, No. 4, 1223--1233 (1994; Zbl 0812.60021) Full Text: DOI
Frieze, Alan; Kannan, Ravi; Polson, Nick Sampling from log-concave distributions. (English) Zbl 0813.60060 Ann. Appl. Probab. 4, No. 3, 812-837 (1994). Reviewer: A.J.Stam (Winsum) MSC: 60J10 65C05 68Q25 PDFBibTeX XMLCite \textit{A. Frieze} et al., Ann. Appl. Probab. 4, No. 3, 812--837 (1994; Zbl 0813.60060) Full Text: DOI
Dalal, S. R.; Mallows, C. L. Buying with exact confidence. (English) Zbl 0753.62051 Ann. Appl. Probab. 2, No. 3, 752-765 (1992). Reviewer: M.Kohlmann (St.Augustin) MSC: 62L15 60G40 62P30 62G30 62N99 PDFBibTeX XMLCite \textit{S. R. Dalal} and \textit{C. L. Mallows}, Ann. Appl. Probab. 2, No. 3, 752--765 (1992; Zbl 0753.62051) Full Text: DOI
Takács, Lajos Random walk processes and their applications in order statistics. (English) Zbl 0754.62033 Ann. Appl. Probab. 2, No. 2, 435-459 (1992). Reviewer: B.K.Horkelheimer (Clayton) MSC: 62G30 60G50 62E20 60C05 62E15 PDFBibTeX XMLCite \textit{L. Takács}, Ann. Appl. Probab. 2, No. 2, 435--459 (1992; Zbl 0754.62033) Full Text: DOI
Donnelly, Peter; Kurtz, Thomas G.; Tavaré, Simon On the functional central limit theorem for the Ewens sampling formula. (English) Zbl 0747.60013 Ann. Appl. Probab. 1, No. 4, 539-545 (1991). Reviewer: L.Holst (Stockholm) MSC: 60C05 60F17 60J85 92D10 PDFBibTeX XMLCite \textit{P. Donnelly} et al., Ann. Appl. Probab. 1, No. 4, 539--545 (1991; Zbl 0747.60013) Full Text: DOI