2 citations · 2 across the 3 of their papers we have counts for
3 papers
stat.CO2023
Estimating MCMC convergence rates using common random number simulation
Sabrina Sixta, Jeffrey S. Rosenthal, Austin Brown
This paper presents how to use common random number (CRN) simulation to evaluate Markov chain Monte Carlo (MCMC) convergence to stationarity. We provide an upper bound on the Wasse…
stat.CO2021
Convergence rate bounds for iterative random functions using one-shot coupling
Sabrina Sixta, Jeffrey S. Rosenthal
One-shot coupling is a method of bounding the convergence rate between two copies of a Markov chain in total variation distance, which was first introduced by Roberts and Rosenthal…
math.ST2021★ 2 cited
On Some Problems of Confidence Region Construction
Michael Evans, Miaoshiqi Liu, Michael Moon +3
The general problem of constructing confidence regions is unsolved in the sense that there is no algorithm that provides such a region with guaranteed coverage for an arbitrary par…