Special Issue: Bernoulli Factory Exact MCMC and Ensemble Kalman Filter Stability
A curated roundup of a dynamical Monte Carlo special issue highlights papers on using a Bernoulli factory for exact MCMC with intractable proposals, and on fluctuation and long-time stability analysis of multivariate ensemble Kalman filters.
2026-09-22 ~ 2026-09-22 · 2 related posts
- Exact MCMC via Bernoulli factories for proposals with intractable normalizing constants — michaelchchoi · 2026-09-22
- Non-asymptotic stability bounds for multivariate ensemble Kalman filters under Wishart fluctuations — michaelchchoi · 2026-09-22