275 citations · 619 across the 18 of their papers we have counts for
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math.ST2018★ 2 cited
Weighted batch means estimators in Markov chain Monte Carlo
Ying Liu, James M. Flegal
This paper proposes a family of weighted batch means variance estimators, which are computationally efficient and can be conveniently applied in practice. The focus is on Markov ch…
math.ST2018★ 3 cited
Batch size selection for variance estimators in MCMC
Ying Liu, Dootika Vats, James M. Flegal
We consider batch size selection for a general class of multivariate batch means variance estimators, which are computationally viable for high-dimensional Markov chain Monte Carlo…