While statisticians are well-accustomed to performing exploratory analysis in the modeling stage of an analysis, the notion of conducting preliminary general-purpose exploratory analysis in the Monte Carlo stage (or more generally, the model-fitting stage) of an analysis is an area that we feel...

We consider the generic problem of performing sequential Bayesian inference in a state-space model with observation process y, state process x and fixed parameter theta. An idealized approach would be to apply the iterated batch importance sampling (IBIS) algorithm of Chopin (2002). This is a...

The Wang-Landau algorithm aims at sampling from a probability distribution, while penalizing some regions of the state space and favouring others. It is widely used, but its convergence properties are still unknown. We show that for some variations of the algorithm, the Wang-Landau algorithm...