Convergence rate analyses of random walk Metropolis-Hastings Markov chai...
To avoid poor empirical performance in Metropolis-Hastings and other
acc...
Gaussian mixtures are commonly used for modeling heavy-tailed error
dist...
An introduction to the use of linchpin variables in Markov
chain Monte...
We develop necessary conditions for geometrically fast convergence in th...
Component-wise MCMC algorithms, including Gibbs and conditional
Metropol...
The literature in social network analysis has largely focused on methods...
Markov chain Monte Carlo (MCMC) is a sampling-based method for estimatin...
We propose a collapsed Gibbs sampler for Bayesian vector autoregressions...
In Monte Carlo simulations, samples are obtained from a target distribut...
We present new results for consistency of maximum likelihood estimators ...
We propose a new kernel for Metropolis Hastings called Directional Metro...