100 citations · 206 across the 20 of their papers we have counts for
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Moment bounds for condition numbers and singular values of high-dimensional Gaussian random matrices: Applications and limitations
Partha Sarkar, Kshitij Khare, Sanvesh Srivastava
Spectral properties of Gram matrices are central to high dimensional asymptotic analyses of statistical estimators in regression and covariance estimation. These properties, in tur…
Asymptotic Normality of the Posterior Distributions in a Class of Hidden Markov Models
Chunlei Wang, Sanvesh Srivastava
We show that the posterior distribution of parameters in a hidden Markov model with parametric emission distributions and discrete and known state space is asymptotically normal. T…
Robust and Scalable Bayes via a Median of Subset Posterior Measures
Stanislav Minsker, Sanvesh Srivastava, Lizhen Lin +1
We propose a novel approach to Bayesian analysis that is provably robust to outliers in the data and often has computational advantages over standard methods. Our technique is base…