4 papers
Inference on Gaussian mixture models with dependent labels
Seunghyun Lee, Rajarshi Mukherjee, Sumit Mukherjee
Gaussian mixture models are widely used to model data generated from multiple latent sources. Despite its popularity, most theoretical research assumes that the labels are either i…
CLT in high-dimensional Bayesian linear regression with low SNR
Seunghyun Lee, Nabarun Deb, Sumit Mukherjee
We study central limit theorems for linear statistics in high-dimensional Bayesian linear regression with product priors. Unlike the existing literature where the focus is on poste…
Universality of Persistence of Random Polynomials
Promit Ghosal, Sumit Mukherjee
We investigate the probability that a random polynomial with independent, mean-zero and finite variance coefficients has no real zeros. Specifically, we consider a random polynomia…
On Naive Mean-Field Approximation for high-dimensional canonical GLMs
Sumit Mukherjee, Jiaze Qiu, Subhabrata Sen
We study the validity of the Naive Mean Field (NMF) approximation for canonical GLMs with product priors. This setting is challenging due to the non-conjugacy of the likelihood and…