2 papers
stat.ME2026
Bayesian Nonparametric Modeling for Multivariate Conditional Copula Regression with Varying Coefficients
Yujin Jeong, Seonghyun Jeong
Multivariate mixed-type outcomes are difficult to model jointly, and additional complexity arises when both marginal effects and dependence structures vary with a covariate such as…
math.ST2020
Unified Bayesian theory of sparse linear regression with nuisance parameters
Seonghyun Jeong, Subhashis Ghosal
We study frequentist asymptotic properties of Bayesian procedures for high-dimensional Gaussian sparse regression when unknown nuisance parameters are involved. Nuisance parameters…