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math.ST2022★ 2 cited
Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances
Austin Brown, Galin L. Jones
To avoid poor empirical performance in Metropolis-Hastings and other accept-reject-based algorithms practitioners often tune them by trial and error. Lower bounds on the convergenc…
math.ST2022
Geometric ergodicity of Gibbs samplers for Bayesian error-in-variable regression
Austin Brown
Multivariate Bayesian error-in-variable (EIV) linear regression is considered to account for additional additive Gaussian error in the features and response. A 3-variable determini…