4 citations · 4 across the 2 of their papers we have counts for
2 papers
math.ST2021
Geometric ergodicity of Gibbs samplers for the Horseshoe and its regularized variants
Suman K. Bhattacharya, Kshitij Khare, Subhadip Pal
The Horseshoe is a widely used and popular continuous shrinkage prior for high-dimensional Bayesian linear regression. Recently, regularized versions of the Horseshoe prior have al…
stat.CO2019★ 4 cited
Estimating accuracy of the MCMC variance estimator: a central limit theorem for batch means estimators
Saptarshi Chakraborty, Suman K. Bhattacharya, Kshitij Khare
The batch means estimator of the MCMC variance is a simple and effective measure of accuracy for MCMC based ergodic averages. Under various regularity conditions, the estimator has…