61 citations · 327 across the 24 of their papers we have counts for
Showing 2020Show all
3 papers · 1 filter
math.ST2020★ 18 cited
Nonparametric Bayesian inference for reversible multi-dimensional diffusions
Matteo Giordano, Kolyan Ray
We study nonparametric Bayesian models for reversible multi-dimensional diffusions with periodic drift. For continuous observation paths, reversibility is exploited to prove a gene…
stat.ML2020★ 12 cited
Spike and slab variational Bayes for high dimensional logistic regression
Kolyan Ray, Botond Szabo, Gabriel Clara
Variational Bayes (VB) is a popular scalable alternative to Markov chain Monte Carlo for Bayesian inference. We study a mean-field spike and slab VB approximation of widely used Ba…
math.ST2020★ 8 cited
On the Bernstein-von Mises theorem for the Dirichlet process
Kolyan Ray, Aad van der Vaart
We establish that Laplace transforms of the posterior Dirichlet process converge to those of the limiting Brownian bridge process in a neighbourhood about zero, uniformly over Gliv…