2 citations · 3 across the 4 of their papers we have counts for
4 papers
Rejoinder: Gibbs Sampling, Exponential Families and Orthogonal Polynomials
Persi Diaconis, Kshitij Khare, Laurent Saloff-Coste
We are thankful to the discussants for their hard, interesting work. The main purpose of our paper was to give reasonably sharp rates of convergence for some simple examples of the…
Gibbs Sampling, Exponential Families and Orthogonal Polynomials
Persi Diaconis, Kshitij Khare, Laurent Saloff-Coste
We give families of examples where sharp rates of convergence to stationarity of the widely used Gibbs sampler are available. The examples involve standard exponential families and…
The joint distribution of occupation times of skip-free Markov processes and a class of multivariate exponential distributions
Kshitij Khare
For a skip-free Markov process on non-negative integers with generator matrix Q, we evaluate the joint Laplace transform of the occupation times before hitting the state n (startin…
Dynkin's Isomorphism with Sign Structure
Kshitij Khare
The Dynkin isomorphism associates a Gaussian field to a Markov chain. These Gaussian fields can be used as priors for prediction and time series analysis. Dynkin's construction giv…