Kolyan Ray

activity

20122025

most citedVariational Bayes for high-dimensional linear regression with sparse priors

61 citations · 327 across the 24 of their papers we have counts for

collaborators

Showing 2018Show all

3 papers · 1 filter

math.ST2018★ 37 cited

Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions

Richard Nickl, Kolyan Ray

The problem of determining a periodic Lipschitz vector field $b = (b_{1}, \dots, b_{d})$ from an observed trajectory of the solution $(X_{t} : 0 \leq t \leq T)$ of the multi-dimensional stoch…

math.ST2018★ 23 cited

Semiparametric Bayesian causal inference

Kolyan Ray, Aad van der Vaart

We develop a semiparametric Bayesian approach for estimating the mean response in a missing data model with binary outcomes and a nonparametrically modelled propensity score. Equiv…

math.ST2018★ 2 cited

Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities

Kolyan Ray, Johannes Schmidt-Hieber

It is well-known that density estimation on the unit interval is asymptotically equivalent to a Gaussian white noise experiment, provided the densities are sufficiently smooth and…