275 citations · 619 across the 18 of their papers we have counts for
4 papers · 1 filter
Lugsail lag windows for estimating time-average covariance matrices
Dootika Vats, James M. Flegal
Lag windows are commonly used in time series, econometrics, steady-state simulation, and Markov chain Monte Carlo to estimate time-average covariance matrices. In the presence of p…
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…
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…
A Machine Learning Approach to Galaxy-LSS Classification I: Imprints on Halo Merger Trees
Jianan Hui, Miguel A. Aragon-Calvo, Xinping Cui +1
The cosmic web plays a major role in the formation and evolution of galaxies and defines, to a large extent, their properties. However, the relation between galaxies and environmen…