activity
20182026
most citedEstimating Convergence of Markov chains with L-Lag Couplings

10 citations · 10 across the 4 of their papers we have counts for

collaborators

6 papers

stat.ML2026

Distillation of Synthetic Data for Time Series Foundation Models

Niloy Biswas, Noureddine El Karoui

Time series foundation models (TSFMs) are increasingly pre-trained on synthetically generated time series trajectories, where the data generating process is known. Current pre-trai…

stat.CO2022

Scalable Spike-and-Slab

Niloy Biswas, Lester Mackey, Xiao-Li Meng

Spike-and-slab priors are commonly used for Bayesian variable selection, due to their interpretability and favorable statistical properties. However, existing samplers for spike-an…

stat.CO2021

Bounding Wasserstein distance with couplings

Niloy Biswas, Lester Mackey

Markov chain Monte Carlo (MCMC) provides asymptotically consistent estimates of intractable posterior expectations as the number of iterations tends to infinity. However, in large…

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★ 10 cited

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…