Mylène Bédard

Hierarchical models: Local proposal variances for RWM-within-Gibbs and MALA-within-Gibbs

Mylène Bédard, M. Bédard, 2017, Comput. Stat. Data Anal..

Weak convergence and optimal tuning of the reversible jump algorithm

Alain Desgagné, Mylène Bédard, Philippe Gagnon, 2016, Math. Comput. Simul..

Simulating from the Heston model: A gamma approximation scheme

Mylène Bédard, Jean-François Bégin, Patrice Gaillardetz, 2015, Monte Carlo Methods Appl..

Hierarchical Models and Tuning of Random Walk Metropolis Algorithms

Mylène Bédard, M. Bédard, 2019, Journal of Probability and Statistics.