activity
20182025
most citedAn approach to large-scale Quasi-Bayesian inference with spike-and-slab priors

5 citations · 9 across the 8 of their papers we have counts for

collaborators

8 papers

q-fin.RM2025

Model Risk Management for Generative AI In Financial Institutions

Anwesha Bhattacharyya, Ye Yu, Hanyu Yang +4

The success of OpenAI's ChatGPT in 2023 has spurred financial enterprises into exploring Generative AI applications to reduce costs or drive revenue within different lines of busin…

cs.LG2024

Towards a framework on tabular synthetic data generation: a minimalist approach: theory, use cases, and limitations

Yueyang Shen, Agus Sudjianto, Arun Prakash R +5

We propose and study a minimalist approach towards synthetic tabular data generation. The model consists of a minimalistic unsupervised SparsePCA encoder (with contingent clusterin…

stat.ML2024

Assessing Robustness of Machine Learning Models using Covariate Perturbations

Arun Prakash R, Anwesha Bhattacharyya, Joel Vaughan +1

As machine learning models become increasingly prevalent in critical decision-making models and systems in fields like finance, healthcare, etc., ensuring their robustness against…

stat.AP2023

Using Markov Boundary Approach for Interpretable and Generalizable Feature Selection

Anwesha Bhattacharyya, Yaqun Wang, Joel Vaughan +1

The perceived advantage of machine learning (ML) models is that they are flexible and can incorporate a large number of features. However, many of these are typically correlated or…

cs.LG2022

Behavior of Hyper-Parameters for Selected Machine Learning Algorithms: An Empirical Investigation

Anwesha Bhattacharyya, Joel Vaughan, Vijayan N. Nair

Hyper-parameters (HPs) are an important part of machine learning (ML) model development and can greatly influence performance. This paper studies their behavior for three algorithm…

stat.ML2020★ 3 cited

Improving the Reconstruction of Disentangled Representation Learners via Multi-Stage Modeling

Akash Srivastava, Yamini Bansal, Yukun Ding +15

Current autoencoder-based disentangled representation learning methods achieve disentanglement by penalizing the (aggregate) posterior to encourage statistical independence of the…

stat.ME2019★ 1 cited

Bayesian Analysis of High-dimensional Discrete Graphical Models

Anwesha Bhattacharyya, Yves Atchade

This work introduces a Bayesian methodology for fitting large discrete graphical models with spike-and-slab priors to encode sparsity. We consider a quasi-likelihood approach that…

math.ST2018★ 5 cited

An approach to large-scale Quasi-Bayesian inference with spike-and-slab priors

Yves Atchade, Anwesha Bhattacharyya

We propose a general framework using spike-and-slab prior distributions to aid with the development of high-dimensional Bayesian inference. Our framework allows inference with a ge…