Publications and Technical reports

1.     Limit Theorems for some adaptive MCMC algorithms with sub-geometric kernels Part II. With Gersende Fort. (file in pdf).

2.     Optimal scaling of Metropolis-Coupled Markov chain Monte Carlo. With Jeff Rosenthal and Gareth Roberts. (file in pdf).

3.     Randomized Evaluation of Institutions: Theory with Application to Voting and Deliberation Experiments. With Leonard Wantchekon (file in pdf).

4.     A computational framework for empirical Bayes inference. (file in pdf).

5.     A strong law of large numbers for martingale arrays. (file in pdf)

6.     Adaptive Markov Chain Monte Carlo: Theory and Methods. Joint with Gersende Fort, Eric Moulines and Pierre Priouret. (file in pdf).

7.     Bayesian computation for statistical models with intractable normalizing constants. With Nicolas Lartillot and Christian Robert (file in pdf).

8.     A cautionary tale on the efficiency of some adaptive Monte Carlo schemes. (file in pdf). Annals of Applied Probability. (to appear).

9.     Does Ethnic Solidarity Facilitate Electoral Support for Nation-Building Policies? with Leonard Wantchekon. (file in pdf)

10.            Limit Theorems for some adaptive MCMC algorithms with sub-geometric kernels. With Gersende Fort. (file in pdf). Bernoulli. (To appear).

11.            Resamplingfrom the past to improve on MCMC algorithms (file in pdf). Far East Journal of Theoretical Probability 27, Issue 1 (2009).

12.            On the efficiency of adaptive MCMC algorithms, with Christophe Andrieu. Elect. Comm. In Prob. 12 (2007), 336-349. (file in pdf)

13.            Discussion of the paper by Kou, Zhou and Wong, with Jun Liu, Annals of Statistics 34 (2006), No. 4. (file in pdf)

14.            An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift. Methodology and Computing in Applied Probability 8 (2006), 235-254.  (file in pdfSupplementary file for one of the simulation examples.

15.            The Wang-Landau algorithm in general state spaces: applications and convergence analysis. with Jun Liu. (file in pdf). Statistica Sinica (To appear)

16.            On the geometric ergodicity of Metropolis-Hastings algorithms, with Francois Perron, Statistics 41 (2007), 77-84. (file in pdf).

17.            On adaptive Markov chain Monte Carlo algorithms, with Jeff Rosenthal, Bernoulli 11 (2005), 815-828. (file in pdf).

18.            Improving on the Independent Metropolis algorithm, with Francois Perron, Statistica Sinica 15 (2005), 3-18. (file in pdf).

19.            Noncompliance bias correction based on covariates in randomized experiments. with Leonard Wantchekon. (file in pdf).