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stat.ME2024
Bayesian High-dimensional Grouped-regression using Sparse Projection-posterior
Samhita Pal, Subhashis Ghosal
We present a novel Bayesian approach for high-dimensional grouped regression under sparsity. We leverage a sparse projection method that uses a sparsity-inducing map to derive an i…
stat.ME2024
Bayesian High-dimensional Linear Regression with Sparse Projection-posterior
Samhita Pal, Subhashis Ghoshal
We consider a novel Bayesian approach to estimation, uncertainty quantification, and variable selection for a high-dimensional linear regression model under sparsity. The number of…
stat.ME2024
Coverage of Credible Sets for Regression under Variable Selection
Samhita Pal, Subhashis Ghosal
We study the asymptotic frequentist coverage of credible sets based on a novel Bayesian approach for a multiple linear regression model under variable selection. We initially ignor…