3 papers
stat.ME2020
Coupling-based convergence assessment of some Gibbs samplers for high-dimensional Bayesian regression with shrinkage priors
Niloy Biswas, Anirban Bhattacharya, Pierre E. Jacob +1
We consider Markov chain Monte Carlo (MCMC) algorithms for Bayesian high-dimensional regression with continuous shrinkage priors. A common challenge with these algorithms is the ch…
stat.CO2019
Estimating Convergence of Markov chains with L-Lag Couplings
Niloy Biswas, Pierre E. Jacob, Paul Vanetti
Markov chain Monte Carlo (MCMC) methods generate samples that are asymptotically distributed from a target distribution of interest as the number of iterations goes to infinity. Va…
math.PR2018
The spatial Lambda-Fleming-Viot process with fluctuating selection
Niloy Biswas, Alison Etheridge, Aleksander Klimek
We are interested in populations in which the fitness of different genetic types fluctuates in time and space, driven by temporal and spatial fluctuations in the environment. For s…