Published in ArXiv, 2026
In this paper, we show that two-step coupling strategies achieve coalescence times that match the relaxation times of blocked Gibbs-Sampler schemes up to logarithmic factors.
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Published in Journal of the American Statistical Association, 2025
This paper studies the spectrum of the complex sparse high-dimensional matrices arising from mixed models, and relates it to the convergence rate of conjugate gradient.
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Published in Stochastic Processes and their Applications, 2024
This paper gives an extensive analysis of approximate (and exact) filtering strategies, when the dual process is a Markov chain on a discrete state space.
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