63 citations · 113 across the 31 of their papers we have counts for
4 papers · 1 filter
The Brownian Conga Line
Sayan Banerjee
We introduce a new model called the Brownian Conga Line. It is a random curve evolving in time, generated when a particle performing a two dimensional Gaussian random walk leads a…
Bayesian estimation of a sparse precision matrix
Sayantan Banerjee, Subhashis Ghosal
We consider the problem of estimating a sparse precision matrix of a multivariate Gaussian distribution, including the case where the dimension is large. Gaussian graphical mod…
Random mass splitting and a quenched invariance principle
Sayan Banerjee, Christopher Hoffman
We will investigate a random mass splitting model and the closely related random walk in a random environment (RWRE). The heat kernel for the RWRE at time t is the mass splitting d…
Posterior convergence rates for estimating large precision matrices using graphical models
Sayantan Banerjee, Subhashis Ghosal
We consider Bayesian estimation of a precision matrix, when can be much larger than the available sample size . It is well known that consistent estimation in su…