On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods A Lee, C Yau, MB Giles, A Doucet, CC Holmes Journal of Computational and Graphical Statistics 19 (4), 769-789, 2010 | 374 | 2010 |
Optimistic Bayesian Sampling in Contextual-Bandit Problems BC May, N Korda, A Lee, DS Leslie Journal of Machine Learning Research 13, 2069-2106, 2012 | 241 | 2012 |
Bayesian synthetic likelihood LF Price, CC Drovandi, A Lee, DJ Nott Journal of Computational and Graphical Statistics 27 (1), 1-11, 2018 | 227 | 2018 |
Parallel resampling in the particle filter LM Murray, A Lee, PE Jacob Journal of Computational and Graphical Statistics 25 (3), 789-805, 2016 | 196 | 2016 |
The iterated auxiliary particle filter P Guarniero, AM Johansen, A Lee Journal of the American Statistical Association 112 (520), 1636-1647, 2017 | 114 | 2017 |
Bayesian indirect inference using a parametric auxiliary model CC Drovandi, AN Pettitt, A Lee | 113 | 2015 |
Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers C Andrieu, A Lee, M Vihola | 101 | 2018 |
On the role of interaction in sequential Monte Carlo algorithms N Whiteley, A Lee, K Heine | 85 | 2016 |
Variance estimation in the particle filter A Lee, N Whiteley Biometrika 105 (3), 609--625, 2018 | 66 | 2018 |
Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation A Lee, K Latuszynski Biometrika 101 (3), 655--671, 2014 | 62 | 2014 |
Accelerating Metropolis-Hastings algorithms by delayed acceptance M Banterle, C Grazian, A Lee, CP Robert arXiv preprint arXiv:1503.00996, 2015 | 60 | 2015 |
Twisted particle filters N Whiteley, A Lee | 58 | 2014 |
The alive particle filter and its use in particle Markov chain Monte Carlo PD Moral, A Jasra, A Lee, C Yau, X Zhang Stochastic Analysis and Applications 33 (6), 943-974, 2015 | 53* | 2015 |
Stability of noisy Metropolis–Hastings FJ Medina-Aguayo, A Lee, GO Roberts Statistics and Computing 26 (6), 1187-1211, 2016 | 51 | 2016 |
Global consensus Monte Carlo LJ Rendell, AM Johansen, A Lee, N Whiteley Journal of Computational and Graphical Statistics 30 (2), 249-259, 2020 | 49 | 2020 |
A hierarchical bayesian framework for constructing sparsity-inducing priors A Lee, F Caron, A Doucet, C Holmes Arxiv preprint arXiv:1009.1914, 2010 | 44 | 2010 |
Pseudo-marginal Metropolis–Hastings sampling using averages of unbiased estimators C Sherlock, AH Thiery, A Lee Biometrika 104 (3), 727-734, 2017 | 37 | 2017 |
Coupled conditional backward sampling particle filter A Lee, SS Singh, M Vihola | 36 | 2020 |
On the choice of MCMC kernels for approximate Bayesian computation with SMC samplers A Lee Proceedings of the 2012 Winter Simulation Conference (WSC), 1-12, 2012 | 35 | 2012 |
Forest resampling for distributed sequential Monte Carlo A Lee, N Whiteley Statistical Analysis and Data Mining: The ASA Data Science Journal 9 (4 …, 2016 | 33 | 2016 |