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Journal Article
Systems & Control Letters, ISSN 0167-6911, 01/2018, Volume 111, pp. 40 - 48
This paper presents a new method to synthesize safe reversible Markov chains via extending the classical Metropolis–Hastings (M–H) algorithm. The classical M–H... 
Markov chains | Metropolis–Hastings | Convex optimization | Safety constraints | Swarm control | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | MIXING MARKOV-CHAIN | Metropolis-Hastings | AUTOMATION & CONTROL SYSTEMS | Markov processes | Distribution (Probability theory) | Algorithms | Numerical analysis
Journal Article
Journal of Statistical Computation and Simulation, ISSN 0094-9655, 08/2019, Volume 89, Issue 12, pp. 2261 - 2279
We analyse MCMC chains focusing on how to find simulation parameters that give good mixing for discrete time, Harris ergodic Markov chains on a general state... 
recurrence | MCMC | optimal step length | variance estimates | Acceptance rates in Metropolis-Hastings algorithm | mixing | COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS | CONVERGENCE | STATISTICS & PROBABILITY | METROPOLIS-HASTINGS | Intervals | Parameter estimation | Algorithms | Simulation | Computer simulation | Upper bounds | Markov chains | Markov analysis
Journal Article
Communications in Statistics - Simulation and Computation, ISSN 0361-0918, 02/2015, Volume 44, Issue 2, pp. 332 - 349
The Hastings algorithm is a key tool in computational science. While mathematically justified by detailed balance, it can be conceptually difficult to grasp.... 
Secondary 78M31 | Simulation | Markov chain Monte Carlo | Primary 65C05 | Hastings algorithm | Metropolis-Hastings algorithm | 80M31 | MONTE-CARLO | MARKOV-CHAINS | STATISTICS & PROBABILITY | Monte Carlo simulation | Algorithms | Markov analysis | Tools | Acceptance | Balancing | Computer simulation | Computation | Statistics - Computation
Journal Article
The Annals of Statistics, ISSN 0090-5364, 2/2011, Volume 39, Issue 1, pp. 261 - 277
Journal Article
Journal Article
Mathematics and Computers in Simulation, ISSN 0378-4754, 07/2019, Volume 161, pp. 32 - 51
Journal Article
Technometrics: Special Issue on Big Data, ISSN 0040-1706, 07/2016, Volume 58, Issue 3, pp. 304 - 318
Markov chain Monte Carlo (MCMC) methods have proven to be a very powerful tool for analyzing data of complex structures. However, their computer-intensive... 
Bootstrap | Parallel computing | Big data | Markov chain Monte Carlo | Metropolis-Hastings | Metropolis–Hastings | NORMALITY | DISCRIMINANT-ANALYSIS | STATISTICS & PROBABILITY | NETWORKS | POSTERIOR DISTRIBUTIONS | Big Data | Markov Chain Monte Carlo | Parallel Computing
Journal Article
Structural Safety, ISSN 0167-4730, 09/2018, Volume 74, pp. 49 - 57
Journal Article
Mathematics and Computers in Simulation, ISSN 0378-4754, 05/2017, Volume 135, pp. 39 - 50
In this work we study, as the temperature goes to zero, the oscillation of a family of Gibbs measures around LASSO estimator. We derive new criteria for... 
Simulated annealing algorithm | Gibbs measures | Penalized least squares | LASSO | Metropolis–Hasting algorithm | BAYESIAN COMPUTATION | COMPUTER SCIENCE, SOFTWARE ENGINEERING | MATHEMATICS, APPLIED | COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS | Metropolis Hasting algorithm | CONVERGENCE | Annealing | Algorithms
Journal Article
Advances in Intelligent Systems and Computing, ISSN 2194-5357, 2020, Volume 965, pp. 114 - 122
Conference Proceeding
Annals of Applied Probability, ISSN 1050-5164, 08/2017, Volume 27, Issue 4, pp. 2195 - 2237
We introduce new Gaussian proposals to improve the efficiency of the standard Hastings-Metropolis algorithm in Markov chain Monte Carlo (MCMC) methods, used... 
Weak convergence | Exponential ergodicity | Markov chain Monte Carlo | Diffusion limit | exponential ergodicity | DIFFUSIONS | METROPOLIS-HASTINGS ALGORITHMS | APPROXIMATIONS | TRANSIENT PHASE | EQUATIONS | CONVERGENCE | STATISTICS & PROBABILITY | diffusion limit | Computation | Statistics
Journal Article
Communications in Statistics - Theory and Methods, ISSN 0361-0926, 10/2017, Volume 46, Issue 20, pp. 10005 - 10009
It is commonly asserted that the Gibbs sampler is a special case of the Metropolis-Hastings (MH) algorithm. While this statement is true for certain Gibbs... 
60J10 | 65C40 | Detailed balance | Markov chain Monte Carlo | Metropolis-Hastings | reversibility | 60J05 | 65C05 | Gibbs sampling | 60J22 | Metropolis–Hastings | STATISTICS & PROBABILITY | Samplers | Bayesian analysis | Markov analysis
Journal Article
IMA Journal of Numerical Analysis, ISSN 0272-4979, 01/2013, Volume 33, Issue 1, pp. 80 - 110
The Metropolis-Adjusted Langevin Algorithm (MALA), originally introduced to sample exactly the invariant measure of certain stochastic differential equations... 
spectral gap | Metropolis-Hastings algorithm | stochastic differential equations | geometric ergodicity | weak accuracy | ERGODICITY | MATHEMATICS, APPLIED | CONVERGENCE | SDES | Intervals | Algorithms | Approximation | Mathematical analysis | Differential equations | Spectra | Invariants | Convergence
Journal Article
Applied Thermal Engineering, ISSN 1359-4311, 06/2018, Volume 137, pp. 808 - 821
[Display omitted] •A novel shell-and-tube heat exchanger design is proposed.•Reverse sampling method is used to find the probability distribution of design... 
Reverse sampling | Delayed rejection adaptive metropolis hasting | Shell and tube heat exchanger | Markov chain Monte Carlo | GENETIC ALGORITHMS | BBO ALGORITHM | MECHANICS | THERMODYNAMICS | ECONOMIC OPTIMIZATION | ENERGY & FUELS | MCMC | ENGINEERING, MECHANICAL | Computer Science - Computational Engineering, Finance, and Science
Journal Article
Probabilistic Engineering Mechanics, ISSN 0266-8920, 2011, Volume 26, Issue 2, pp. 331 - 341
Journal Article
Probabilistic Engineering Mechanics, ISSN 0266-8920, 2011, Volume 26, Issue 3, pp. 405 - 412
Journal Article
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