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math.PR2026
Positive autocorrelation at unit lag for stationary random walk Metropolis-Hastings in
James Allen Fill, Svante Janson
It is often asserted in the literature that one should expect positive autocorrelation for random walk Metropolis-Hastings (RWMH), especially if the typical proposal step-size is s…
math.PR2026
A new fine-scale Berry-Esseen-type Gumbel-limit theorem for multivariate maxima
James Allen Fill
For and i.i.d. -dimensional observations with independent Exponential coordinates, let denote the minimum $\el…