2 papers
math.ST2021
Adaptive posterior convergence in sparse high dimensional clipped generalized linear models
Biraj Subhra Guha, Debdeep Pati
We develop a framework to study posterior contraction rates in sparse high dimensional generalized linear models (GLM). We introduce a new family of GLMs, denoted by clipped GLM, w…
stat.ML2020
Statistical Guarantees and Algorithmic Convergence Issues of Variational Boosting
Biraj Subhra Guha, Anirban Bhattacharya, Debdeep Pati
We provide statistical guarantees for Bayesian variational boosting by proposing a novel small bandwidth Gaussian mixture variational family. We employ a functional version of Fran…