5 citations · 11 across the 5 of their papers we have counts for
5 papers
Post-Corrected Raw-Score Martingale Posterior Sampling for von Mises-Fisher Models
Yi Xu, Xinye Chen, Sheng Jiang
We develop a finite-horizon calibration method for raw-score martingale posteriors, with von Mises--Fisher models as the main worked example. Starting from the maximum likelihood e…
Martingale Posteriors for Discretely Observed Diffusions
Jingning Yao, Ajay Jasra, Sheng Jiang
In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that…
Heavy-Tailed Density Estimation
Surya T Tokdar, Sheng Jiang, Erika L Cunningham
A novel statistical method is proposed and investigated for estimating a heavy tailed density under mild smoothness assumptions. Statistical analyses of heavy-tailed distributions…
Consistent Bayesian Community Detection
Sheng Jiang, Surya Tokdar
Stochastic Block Models (SBMs) are a fundamental tool for community detection in network analysis. But little theoretical work exists on the statistical performance of Bayesian SBM…
Variable Selection Consistency of Gaussian Process Regression
Sheng Jiang, Surya T. Tokdar
Bayesian nonparametric regression under a rescaled Gaussian process prior offers smoothness-adaptive function estimation with near minimax-optimal error rates. Hierarchical extensi…