26 citations · 93 across the 13 of their papers we have counts for
4 papers · 1 filter
Covariance Matrix Estimation under Total Positivity for Portfolio Selection
Raj Agrawal, Uma Roy, Caroline Uhler
Selecting the optimal Markowitz porfolio depends on estimating the covariance matrix of the returns of assets from periods of historical data. Problematically, is typic…
LR-GLM: High-Dimensional Bayesian Inference Using Low-Rank Data Approximations
Brian L. Trippe, Jonathan H. Huggins, Raj Agrawal +1
Due to the ease of modern data collection, applied statisticians often have access to a large set of covariates that they wish to relate to some observed outcome. Generalized linea…
The Kernel Interaction Trick: Fast Bayesian Discovery of Pairwise Interactions in High Dimensions
Raj Agrawal, Jonathan H. Huggins, Brian Trippe +1
Discovering interaction effects on a response of interest is a fundamental problem faced in biology, medicine, economics, and many other scientific disciplines. In theory, Bayesian…
ABCD-Strategy: Budgeted Experimental Design for Targeted Causal Structure Discovery
Raj Agrawal, Chandler Squires, Karren Yang +2
Determining the causal structure of a set of variables is critical for both scientific inquiry and decision-making. However, this is often challenging in practice due to limited in…