Simulating from the Heston model: A gamma approximation scheme. - Jean-François Bégin; Mylène Bédard; Patrice Gaillardetz (Monte Carlo Methods Appl., 2015)

Hierarchical models: Local proposal variances for RWM-within-Gibbs and MALA-within-Gibbs. - Mylène Bédard (Comput. Stat. Data Anal., 2017)

Weak convergence and optimal tuning of the reversible jump algorithm. - Philippe Gagnon; Mylène Bédard; Alain Desgagné (Math. Comput. Simul., 2019)

MALA with annealed proposals: a generalization of locally and globally balanced proposal distributions. - Gabriel Boisvert-Beaudry; Mylène Bédard (Stat. Comput., 2022)