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math.PR2019
Almost Sure Convergence of Randomized Urn Models with Application to Elephant Random Walk
Ujan Gangopadhyay, Krishanu Maulik
We consider a randomized urn model with objects of finitely many colors. The replacement matrices are random, and are conditionally independent of the color chosen given the past.…
math.ST2019
Sparse Minimax Optimality of Bayes Predictive Density Estimates from Clustered Discrete Priors
Ujan Gangopadhyay, Gourab Mukherjee
We consider the problem of predictive density estimation under Kullback-Leibler loss in a high-dimensional Gaussian model with exact sparsity constraints on the location parameters…