Concepedia

Mylène Bédard

MB

7

Publications

266

Citations

7

H-Index

2008

Active since

Affiliations

Université de Montréal(Current)

Université du Québec à Montréal

University of Oxford

Laboratoire de Mathématiques d'Orsay

Mylène Bédard is an author at Université de Montréal specializing in engineering, statistics, and probability theory.

Top concepts

StatisticsEngineeringProbabilityUncertainty QuantificationApproximation TheoryStatistical InferenceBusinessAsset PricingOption PricingComputer Science

Publications per year

2008–2020

7

Publications

7

Optimal acceptance rates for Metropolis algorithms: Moving beyond 0.234

Mylène Bédard · Stochastic Processes and their Applications · 2008 · 101 citations

Engineering, Uncertainty Quantification, Optimal Acceptance Rates +5

Optimal scaling of Metropolis algorithms: Heading toward general target distributions

Mylène Bédard, Jeffrey S. Rosenthal · Canadian Journal of Statistics · 2008 · 62 citations

Mathematical Programming, Engineering, Uncertainty Quantification +15

A New Bayesian Approach to Robustness Against Outliers in Linear Regression

Philippe Gagnon, Alain Desgagné, Mylène Bédard · Bayesian Analysis · 2019 · 33 citations · Full text

Scaling Analysis of Delayed Rejection MCMC Methods

Mylène Bédard, Randal Douc, Éric Moulines · Methodology And Computing In Applied Probability · 2013 · 24 citations

Engineering, Uncertainty Quantification, Monte Carlo Method +4

An automatic robust Bayesian approach to principal component regression

Philippe Gagnon, Mylène Bédard, Alain Desgagné · Journal of Applied Statistics · 2020 · 17 citations · Full text

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