6 citations · 26 across the 20 of their papers we have counts for
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stat.CO2022★ 3 cited
Multivariate strong invariance principles in Markov chain Monte Carlo
Arka Banerjee, Dootika Vats
Strong invariance principles in Markov chain Monte Carlo are crucial to theoretically grounded output analysis. Using the wide-sense regenerative nature of the process, we obtain e…
stat.CO2022
Understanding Linchpin Variables in Markov Chain Monte Carlo
Dootika Vats, Felipe Acosta, Mark L. Huber +1
An introduction to the use of linchpin variables in Markov chain Monte Carlo (MCMC) is provided. Before the widespread adoption of MCMC methods, conditional sampling using linchpin…
stat.CO2022★ 2 cited
Solving the Poisson equation using coupled Markov chains
Randal Douc, Pierre E. Jacob, Anthony Lee +1
This article shows how coupled Markov chains that meet exactly after a random number of iterations can be used to generate unbiased estimators of the solutions of the Poisson equat…