1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.PR2020
Convergence Rates of Attractive-Repulsive MCMC Algorithms
Yu Hang Jiang, Tong Liu, Zhiya Lou +4
We consider MCMC algorithms for certain particle systems which include both attractive and repulsive forces, making their convergence analysis challenging. We prove that a version…
math.ST2020
MCMC Confidence Intervals and Biases
Yu Hang Jiang, Tong Liu, Zhiya Lou +4
The recent paper "Simple confidence intervals for MCMC without CLTs" by J.S. Rosenthal, showed the derivation of a simple MCMC confidence interval using only Chebyshev's inequality…
math.PR2020★ 1 cited
The Coupling/Minorization/Drift Approach to Markov Chain Convergence Rates
Yu Hang Jiang, Tong Liu, Zhiya Lou +4
This review paper provides an introduction of Markov chains and their convergence rates which is an important and interesting mathematical topic which also has important applicatio…