Proposal from Giacomo

First proposal:
O.Cappe’, C.Robert and T.Ryden (2003) Reversible jump MCMC converging to birth-and-death MCMC and more general continuous time samplercappe2003_rjmcmcvsbdmcmc.pdf

Second proposal: Sections 12.2,12.3,12.4 from Jerrum & Sinclair (1996) The Markov Chain Monte Carlo Method: an approach to approximate counting and integrationjerrum_sinclair_mcmc.pdf This include the derivation of an explicit bound for a Metropolis-Hastings algorithm on a discrete space using canonical paths techniques (used to bound the conductance). It's quite specific but at the same time interesting and rather unique.

: 16 Jan 2014 10:06 |  Comments (0) |  Close comments |  Report a problem

Instructions

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You can propose papers or sections of a book, as you prefer. If you propose something it means you will be ready to present it! If possible directly attach the pdf to save time to the others.

Giacomo

: 16 Jan 2014 09:49 |  Comments (1) |  Close comments |  Report a problem