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stat.CO2024
Exact MCMC for Intractable Proposals
Dwija Kakkad, Dootika Vats
Accept-reject based Markov chain Monte Carlo (MCMC) methods are the workhorse algorithm for Bayesian inference. These algorithms, like Metropolis-Hastings, require choosing a propo…
stat.CO2024
Efficient Multivariate Initial Sequence Estimators for MCMC
Arka Banerjee, Dootika Vats
Estimating Monte Carlo error is critical to valid simulation results in Markov chain Monte Carlo (MCMC) and initial sequence estimators were one of the first methods introduced for…