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stat.ME2019
Efficient Bayesian shape-restricted function estimation with constrained Gaussian process priors
Pallavi Ray, Debdeep Pati, Anirban Bhattacharya
This article revisits the problem of Bayesian shape-restricted inference in the light of a recently developed approximate Gaussian process that admits an equivalent formulation of…
stat.ME2018
Signal Adaptive Variable Selector for the Horseshoe Prior
Pallavi Ray, Anirban Bhattacharya
In this article, we propose a simple method to perform variable selection as a post model-fitting exercise using continuous shrinkage priors such as the popular horseshoe prior. Th…