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20072026
most citedA convex pseudo-likelihood framework for high dimensional partial correlation estimation with convergence guarantees

118 citations · 351 across the 40 of their papers we have counts for

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stat.CO2019★ 4 cited

Estimating accuracy of the MCMC variance estimator: a central limit theorem for batch means estimators

Saptarshi Chakraborty, Suman K. Bhattacharya, Kshitij Khare

The batch means estimator of the MCMC variance is a simple and effective measure of accuracy for MCMC based ergodic averages. Under various regularity conditions, the estimator has…