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math.ST2026
Hyper-V uniform ergodicity of Markov chains
Austin Brown, Kshitij Khare
We develop a new uniform drift condition and local minorization that implies a stronger weighted form of uniform ergodicity for Markov chains we call hyper-V uniform ergodicity. Th…
math.ST2024
Posterior consistency in multi-response regression models with non-informative priors for the error covariance matrix in growing dimensions
Partha Sarkar, Kshitij Khare, Malay Ghosh
The Inverse-Wishart (IW) distribution is a standard and popular choice of priors for covariance matrices and has attractive properties such as conditional conjugacy. However, the I…