3 citations · 3 across the 2 of their papers we have counts for
2 papers
stat.ME2022
Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain
Stephen Berg, Hyebin Song
In this paper, we study the problem of estimating the autocovariance sequence resulting from a reversible Markov chain. A motivating application for studying this problem is the es…
math.ST2019★ 3 cited
Control variates and Rao-Blackwellization for deterministic sweep Markov chains
Stephen Berg, Jun Zhu, Murray K. Clayton
We study control variate methods for Markov chain Monte Carlo (MCMC) in the setting of deterministic sweep sampling using transition kernels. New variance reduction resul…