Výsledky vyhledávání - "Sixta, Sabrina"

Report

Bounding and estimating MCMC convergence rates using common random number simulations

Autor: Sixta, Sabrina, Rosenthal, Jeffrey S., Brown, Austin

This paper explores how and when to use common random number (CRN) simulation to evaluate Markov chain Monte Carlo (MCMC) convergence rates. We discuss how CRN simulation is closely related to theoretical convergence rate techniques such as one-shot

Externí odkaz: http://arxiv.org/abs/2309.15735

Zobrazit plný text záznamu

Report

Convergence rate bounds for iterative random functions using one-shot coupling

Autor: Sixta, Sabrina, Rosenthal, Jeffrey S.

One-shot coupling is a method of bounding the convergence rate between two copies of a Markov chain in total variation distance, which was first introduced by Roberts and Rosenthal and generalized by Madras and Sezer. The method is divided into two p

Externí odkaz: http://arxiv.org/abs/2112.03982

Zobrazit plný text záznamu

Report

On Some Problems of Confidence Region Construction

Autor: Evans, Michael, Liu, Miaoshiqi, Moon, Michael, Sixta, Sabrina, Wei, Siyi, Yang, Siyue

The general problem of constructing confidence regions is unsolved in the sense that there is no algorithm that provides such a region with guaranteed coverage for an arbitrary parameter $\psi\in\Psi.$ Moreover, even when such a region exists, it may

Externí odkaz: http://arxiv.org/abs/2109.05332

Zobrazit plný text záznamu