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math.ST2021★ 9 cited
Variational Inference in high-dimensional linear regression
Sumit Mukherjee, Subhabrata Sen
We study high-dimensional Bayesian linear regression with product priors. Using the nascent theory of non-linear large deviations (Chatterjee and Dembo,2016), we derive sufficient…
math.ST2020★ 3 cited
On Minimax Exponents of Sparse Testing
Rajarshi Mukherjee, Subhabrata Sen
We consider exact asymptotics of the minimax risk for global testing against sparse alternatives in the context of high dimensional linear regression. Our results characterize the…