118 citations · 351 across the 40 of their papers we have counts for
42 papers
Hyper-V uniform ergodicity of Markov chains
Austin Brown, Kshitij Khare
We develop a new uniform drift condition and local minorization that implies a stronger weighted form of uniform ergodicity for Markov chains we call hyper-V uniform ergodicity. Th…
Scalable and non-iterative graphical model estimation
Kshitij Khare, Syed Rahman, Bala Rajaratnam +1
Graphical models have found widespread applications in many areas of modern statistics and machine learning. Iterative Proportional Fitting (IPF) and its variants have become the d…
Posterior consistency in multi-response regression models with non-informative priors for the error covariance matrix in growing dimensions
Partha Sarkar, Kshitij Khare, Malay Ghosh
The Inverse-Wishart (IW) distribution is a standard and popular choice of priors for covariance matrices and has attractive properties such as conditional conjugacy. However, the I…
A generalized likelihood based Bayesian approach for scalable joint regression and covariance selection in high dimensions
Srijata Samanta, Kshitij Khare, George Michailidis
The paper addresses joint sparsity selection in the regression coefficient matrix and the error precision (inverse covariance) matrix for high-dimensional multivariate regression m…
Convergence properties of data augmentation algorithms for high-dimensional robit regression
Sourav Mukherjee, Kshitij Khare, Saptarshi Chakraborty
The logistic and probit link functions are the most common choices for regression models with a binary response. However, these choices are not robust to the presence of outliers/u…
Asynchronous and Distributed Data Augmentation for Massive Data Settings
Jiayuan Zhou, Kshitij Khare, Sanvesh Srivastava
Data augmentation (DA) algorithms are widely used for Bayesian inference due to their simplicity. In massive data settings, however, DA algorithms are prohibitively slow because th…