4 papers
Online Bayesian Model Averaging with Joint Uncertainty Quantification for Models and Regression Coefficients in Binary Regression
Joyee Ghosh, Aixin Tan
Streaming binary response data arise in many applications, including virtual learning platforms where student responses are collected sequentially and estimated probabilities of co…
On the Choice of Model Space Priors and Multiplicity Control in Bayesian Variable Selection: An Application to Streaming Logistic Regression
Joyee Ghosh
Bayesian variable selection (BVS) depends critically on the specification of a prior distribution over the model space, particularly for controlling sparsity and multiplicity. This…
An Online Algorithm for Bayesian Variable Selection in Logistic Regression Models With Streaming Data
Payel Ghosal, Shamriddha De, Joyee Ghosh
In several modern applications, data are generated continuously over time, such as data generated from smartwatches. We assume data are collected and analyzed sequentially, in batc…
Robust Bayesian Model Averaging for Linear Regression Models With Heavy-Tailed Errors
Shamriddha De, Joyee Ghosh
Our goal is to develop a Bayesian model averaging technique in linear regression models that accommodates heavier tailed error densities than the normal distribution. Motivated by…