Follow
Daniel Rudolf
Title
Cited by
Cited by
Year
Perturbation theory for Markov chains via Wasserstein distance
D Rudolf, N Schweizer
Bernoulli 24 (4A), 2610-2639, 2018
1292018
Explicit error bounds for Markov chain Monte Carlo
D Rudolf
Dissertationes Mathematicae 485 (2012), 1-93, 2011
1172011
On a generalization of the preconditioned Crank–Nicolson Metropolis algorithm
D Rudolf, B Sprungk
Foundations of Computational Mathematics 18 (2), 309-343, 2018
842018
Error bounds for computing the expectation by Markov chain Monte Carlo
D Rudolf
Monte Carlo Methods and Applications 16 (3-4), 323-342, 2010
522010
Explicit error bounds for lazy reversible Markov chain Monte Carlo
D Rudolf
Journal of Complexity 25 (1), 11-24, 2009
452009
On the size of the largest empty box amidst a point set
C Aistleitner, A Hinrichs, D Rudolf
Discrete applied mathematics 230, 146-150, 2017
402017
Positivity of hit-and-run and related algorithms
D Rudolf, M Ullrich
Electronic Communications in Probability 18, 2013
342013
Perturbation bounds for Monte Carlo within Metropolis via restricted approximations
F Medina-Aguayo, D Rudolf, N Schweizer
Stochastic Processes and their Applications 130 (4), 2200-2227, 2020
302020
An upper bound of the minimal dispersion via delta covers. Contemporary Computational Mathematics-a Celebration of the 80th Birthday of Ian Sloan
D Rudolf
arXiv preprint arXiv:1701.06430, 1099-1108, 2018
30*2018
Tractability of the approximation of high-dimensional rank one tensors
E Novak, D Rudolf
Constructive Approximation 43 (1), 1-13, 2016
252016
A strong law of large numbers for scrambled net integration
AB Owen, D Rudolf
arXiv preprint arXiv:2002.07859, 2020
232020
Convergence of hybrid slice sampling via spectral gap
K Łatuszyński, D Rudolf
arXiv preprint arXiv:1409.2709, 2014
172014
On a Metropolis–Hastings importance sampling estimator
D Rudolf, B Sprungk
Electronic Journal of Statistics 14 (1), 857-889, 2020
162020
Optimal confidence for Monte Carlo integration of smooth functions
RJ Kunsch, D Rudolf
Advances in Computational Mathematics 45 (5), 3095-3122, 2019
162019
Discrepancy bounds for uniformly ergodic Markov chain quasi-Monte Carlo
J Dick, D Rudolf, H Zhu
Annals of Applied Probability 26 (5), 3178-3205, 2016
152016
Solvable integration problems and optimal sample size selection
RJ Kunsch, E Novak, D Rudolf
Journal of Complexity 53, 40-67, 2019
142019
Comparison of hit-and-run, slice sampler and random walk metropolis
D Rudolf, M Ullrich
Journal of Applied Probability 55 (4), 1186-1202, 2018
132018
Error bounds of MCMC for functions with unbounded stationary variance
D Rudolf, N Schweizer
Statistics & Probability Letters 99, 6-12, 2015
132015
Discrepancy estimates for variance bounding Markov chain quasi-Monte Carlo
J Dick, D Rudolf
Electronic Journal of Probability 19, 2014
132014
Hit-and-run for numerical integration
D Rudolf
Monte Carlo and Quasi-Monte Carlo Methods 2012, 597-612, 2013
132013
The system can't perform the operation now. Try again later.
Articles 1–20