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07/21/2023
Explicit Constraints on the Geometric Rate of Convergence of Random Walk Metropolis-Hastings
Convergence rate analyses of random walk Metropolis-Hastings Markov chai...
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12/12/2022
Lower Bounds on the Rate of Convergence for Accept-Reject-Based Markov Chains
To avoid poor empirical performance in Metropolis-Hastings and other acc...
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12/04/2022
Convergence Analysis of Data Augmentation Algorithms for Bayesian Robust Multivariate Linear Regression with Incomplete Data
Gaussian mixtures are commonly used for modeling heavy-tailed error dist...
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10/24/2022
Understanding Linchpin Variables in Markov Chain Monte Carlo
An introduction to the use of linchpin variables in Markov chain Monte...
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11/19/2021
Convergence rates for Metropolis-Hastings algorithms in the Wasserstein distance
We develop necessary conditions for geometrically fast convergence in th...
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06/26/2020
Convergence Rates of Two-Component MCMC Samplers
Component-wise MCMC algorithms, including Gibbs and conditional Metropol...
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11/20/2019
Ensuring Reliable Monte Carlo Estimates of Network Properties
The literature in social network analysis has largely focused on methods...
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07/26/2019
Analyzing MCMC Output
Markov chain Monte Carlo (MCMC) is a sampling-based method for estimatin...
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07/06/2019
Convergence Analysis of a Collapsed Gibbs Sampler for Bayesian Vector Autoregressions
We propose a collapsed Gibbs sampler for Bayesian vector autoregressions...
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04/26/2019
New visualizations for Monte Carlo simulations
In Monte Carlo simulations, samples are obtained from a target distribut...
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10/02/2018
Consistent Maximum Likelihood Estimation Using Subsets with Applications to Multivariate Mixed Models
We present new results for consistency of maximum likelihood estimators ...
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10/26/2017
