6 citations · 26 across the 20 of their papers we have counts for
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stat.CO2018
Revisiting the Gelman-Rubin Diagnostic
Dootika Vats, Christina Knudson
Gelman and Rubin's (1992) convergence diagnostic is one of the most popular methods for terminating a Markov chain Monte Carlo (MCMC) sampler. Since the seminal paper, researchers…
stat.CO2018
Lugsail lag windows for estimating time-average covariance matrices
Dootika Vats, James M. Flegal
Lag windows are commonly used in time series, econometrics, steady-state simulation, and Markov chain Monte Carlo to estimate time-average covariance matrices. In the presence of p…
math.ST2018★ 3 cited
Batch size selection for variance estimators in MCMC
Ying Liu, Dootika Vats, James M. Flegal
We consider batch size selection for a general class of multivariate batch means variance estimators, which are computationally viable for high-dimensional Markov chain Monte Carlo…