91 citations · 121 across the 11 of their papers we have counts for
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Stochastic Approximation Algorithm for Estimating Mixing Distribution for Dependent Observations
Nilabja Guha, Anindya Roy
Estimating the mixing density of a mixture distribution remains an interesting problem in statistics literature. Using a stochastic approximation method, Newton and Zhang (1999) in…
Mean vector testing for high dimensional dependent observations
Deepak Nag Ayyala, Junyong Park, Anindya Roy
When testing for the mean vector in a high dimensional setting, it is generally assumed that the observations are independently and identically distributed. However if the data are…
Estimation of Causal Invertible VARMA Models
Anindya Roy, Tucker S. McElroy, Peter Linton
We present a re-parameterization of vector autoregressive moving average (VARMA) models that allows estimation of parameters under the constraints of causality and invertibility. T…
Posterior consistency of Dirichlet mixtures of beta densities in estimating positive false discovery rates
Subhashis Ghosal, Anindya Roy, Yongqiang Tang
In recent years, multiple hypothesis testing has come to the forefront of statistical research, ostensibly in relation to applications in genomics and some other emerging fields. T…
Posterior consistency of Gaussian process prior for nonparametric binary regression
Subhashis Ghosal, Anindya Roy
Consider binary observations whose response probability is an unknown smooth function of a set of covariates. Suppose that a prior on the response probability function is induced b…