6 citations · 26 across the 20 of their papers we have counts for
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stat.CO2020
Globally-centered autocovariances in MCMC
Medha Agarwal, Dootika Vats
Autocovariances are a fundamental quantity of interest in Markov chain Monte Carlo (MCMC) simulations with autocorrelation function (ACF) plots being an integral visualization tool…
stat.ME2020★ 2 cited
Estimating Monte Carlo variance from multiple Markov chains
Kushagra Gupta, Dootika Vats
Modern computational advances have enabled easy parallel implementations of Markov chain Monte Carlo (MCMC). However, almost all work in estimating the variance of Monte Carlo aver…
stat.CO2020★ 2 cited
Efficient Bernoulli factory MCMC for intractable posteriors
Dootika Vats, Flávio Gonçalves, Krzysztof Łatuszyński +1
Accept-reject based Markov chain Monte Carlo (MCMC) algorithms have traditionally utilised acceptance probabilities that can be explicitly written as a function of the ratio of the…