Showing 1–20 of 26 results
/ Date/ Name
Jan 12, 2021Bayesian equation selection on sparse data for discovery of stochastic dynamical systemsDec 24, 2015Multivariate Output Analysis for Markov chain Monte CarloJun 22, 2024Efficient Multivariate Initial Sequence Estimators for MCMCMar 14, 2023On the Utility of Equal Batch Sizes for Inference in Stochastic Gradient DescentNov 13, 2022Multivariate strong invariance principles in Markov chain Monte CarloSep 13, 2016Geometric Ergodicity of Gibbs Samplers in Bayesian Penalized Regression ModelsJun 12, 2022Solving the Poisson equation using coupled Markov chainsOct 24, 2022Understanding Linchpin Variables in Markov Chain Monte CarloJul 26, 2019Analyzing MCMC OutputApr 26, 2019Assessing and Visualizing Simultaneous Simulation ErrorMay 12, 2021Dimension-free Mixing for High-dimensional Bayesian Variable SelectionAug 30, 2021A principled stopping rule for importance samplingSep 12, 2018Lugsail lag windows for estimating time-average covariance matricesSep 3, 2020Globally-centered autocovariances in MCMCJan 4, 2026Hamiltonian Monte Carlo for (Physics) DummiesDec 21, 2018Revisiting the Gelman-Rubin DiagnosticApr 5, 2021Optimal Scaling of MCMC Beyond MetropolisMar 29, 2021Variational Rejection Particle FilteringApr 16, 2018Batch size selection for variance estimators in MCMCJul 29, 2015Strong Consistency of Multivariate Spectral Variance Estimators