2.5k citations · 3.6k across the 46 of their papers we have counts for
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stat.ML2009
Sparse Empirical Bayes Analysis (SEBA)
Natalia Bochkina, Ya'acov Ritov
We consider a joint processing of independent sparse regression problems. Each is based on a sample of \iid observations from $y_{i1}=x…
stat.CO2009★ 7 cited
Importance Sampling for rare events and conditioned random walks
Michel Broniatowski, Ya'Acov Ritov
This paper introduces a new Importance Sampling scheme, called Adaptive Twisted Importance Sampling, which is adequate for the improved estimation of rare event probabilities in he…
math.ST2009★ 12 cited
On the Viterbi process with continuous state space
Pavel Chigansky, Yaacov Ritov
This paper deals with convergence of the maximum a posterior probability path estimator in hidden Markov models. We show that when the state space of the hidden process is continuo…