On the Poisson equation for Metropolis–Hastings chains A Mijatović, J Vogrinc | 30 | 2018 |
Optimal design of the Barker proposal and other locally balanced Metropolis–Hastings algorithms J Vogrinc, S Livingstone, G Zanella Biometrika 110 (3), 579-595, 2023 | 15 | 2023 |
Metropolis Adjusted Langevin Trajectories: a robust alternative to Hamiltonian Monte Carlo L Riou-Durand, J Vogrinc arXiv preprint arXiv:2202.13230, 2022 | 13 | 2022 |
A Metropolis-class sampler for targets with non-convex support J Moriarty, J Vogrinc, A Zocca Statistics and Computing 31, 1-16, 2021 | 11* | 2021 |
Asymptotic variance for Random Walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation A Mijatović, J Vogrinc Advances in Applied Probability 51 (4), 994-1026, 2019 | 10 | 2019 |
Frequency violations from random disturbances: an MCMC approach J Moriarty, J Vogrinc, A Zocca 2018 IEEE Conference on Decision and Control (CDC), 1598-1603, 2018 | 10 | 2018 |
Adaptive tuning for Metropolis adjusted Langevin trajectories L Riou-Durand, P Sountsov, J Vogrinc, C Margossian, S Power International Conference on Artificial Intelligence and Statistics, 8102-8116, 2023 | 9 | 2023 |
Hopping between distant basins M Goodridge, J Moriarty, J Vogrinc, A Zocca Journal of Global Optimization, 1-25, 2022 | 7 | 2022 |
Binomial Symbols and Prime Moduli MP Saikia, J Vogrinc arXiv preprint arXiv:1209.2374, 2012 | 7 | 2012 |
Counterexamples for optimal scaling of Metropolis–Hastings chains with rough target densities J Vogrinc, WS Kendall | 6 | 2021 |
A Simple Number Theoretic Result MP Saikia, J Vogrinc arXiv preprint arXiv:1207.6707, 2012 | 5 | 2012 |
Procuring load curtailment from local customers under uncertainty A Mijatović, J Moriarty, J Vogrinc Philosophical Transactions of the Royal Society A: Mathematical, Physical …, 2017 | 1 | 2017 |
A metropolis-class sampler for targets with non-convex support A Zocca, J Vogrinc, J Moriarty Statistics and Computing 31, 2021 | | 2021 |
Poisson equation and weak approximation for Metropolis-Hastings chains J Vogrinc Imperial College London, 2017 | | 2017 |