Regeneration-enriched Markov processes with application to Monte Carlo
We study a class of Markov processes that combine local dynamics, arising from a fixed
Markov process, with regenerations arising at a state-dependent rate. We give conditions …
Markov process, with regenerations arising at a state-dependent rate. We give conditions …
Quasi-stationary Monte Carlo and the ScaLE algorithm
This paper introduces a class of Monte Carlo algorithms which are based on the simulation
of a Markov process whose quasi-stationary distribution coincides with a distribution of …
of a Markov process whose quasi-stationary distribution coincides with a distribution of …
Sampling using adaptive regenerative processes
The supplementary material (McKimm et al., 2024) provides: a discussion of the output of
Restore samplers, details of how to make a pre-transformation π, information on the Logistic …
Restore samplers, details of how to make a pre-transformation π, information on the Logistic …
Concatenation of Markov processes
S Holl - arXiv preprint arXiv:2410.17384, 2024 - arxiv.org
We investigate the concatenation of Markov processes. Our primary concern is to utilize
processes constructed in this manner for Monte Carlo integration. To enable this using …
processes constructed in this manner for Monte Carlo integration. To enable this using …