2 papers
stat.ME2020
Unbiased Estimation of the Gradient of the Log-Likelihood in Inverse Problems
Ajay Jasra, Kody J. H. Law, Deng Lu
We consider the problem of estimating a parameter associated to a Bayesian inverse problem. Treating the unknown initial condition as a nuisance parameter, typically one must resor…
stat.ME2019
Bayesian Inference for Latent Chain Graphs
Deng Lu, Maria De Iorio, Ajay Jasra +1
In this article we consider Bayesian inference for partially observed Andersson-Madigan-Perlman (AMP) Gaussian chain graph (CG) models. Such models are of particular interest in ap…