4. Mathematics
  5. Statistics Theory

Natesh S. Pillai

Mathematics – Statistics Theory

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Harvard University

Diffusion Limits of the Random Walk Metropolis Algorithm in High Dimensions

Mathematics – Probability
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Edge Universality of Correlation Matrices

Mathematics – Probability
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Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion

Mathematics – Probability
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Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing

Mathematics – Probability
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On a Class of Shrinkage Priors for Covariance Matrix Estimation

Statistics – Methodology
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