3 papers
stat.ME2026
Posterior Mode-Guided Dimension Reduction for Bayesian Model Averaging in Heavy-Tailed Linear Regression
Shamriddha De, Joyee Ghosh
For large model spaces in linear regression with spike-and-slab priors, the potential entrapment of Markov chain Monte Carlo (MCMC)-based methods poses significant challenges in po…
stat.ME2025
An Online Algorithm for Bayesian Variable Selection in Logistic Regression Models With Streaming Data
Payel Ghosal, Shamriddha De, Joyee Ghosh
In several modern applications, data are generated continuously over time, such as data generated from smartwatches. We assume data are collected and analyzed sequentially, in batc…
stat.ME2024
Robust Bayesian Model Averaging for Linear Regression Models With Heavy-Tailed Errors
Shamriddha De, Joyee Ghosh
Our goal is to develop a Bayesian model averaging technique in linear regression models that accommodates heavier tailed error densities than the normal distribution. Motivated by…