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stat.CO2026
Exact Gibbs sampling for stochastic differential equations with gradient drift and constant diffusion
Xinyi Pei, Minhyeok Kim, Vinayak Rao
Stochastic differential equations (SDEs) are an important class of time-series models, used to describe stochastic systems evolving in continuous time. Simulating paths from these…
stat.CO2024
dapper: Data Augmentation for Private Posterior Estimation in R
Kevin Eng, Jordan A. Awan, Nianqiao Phyllis Ju +2
This paper serves as a reference and introduction to using the R package dapper. dapper encodes a sampling framework which allows exact Markov chain Monte Carlo simulation of param…
stat.CO2023
MCMC for Bayesian nonparametric mixture modeling under differential privacy
Mario Beraha, Stefano Favaro, Vinayak Rao
Estimating the probability density of a population while preserving the privacy of individuals in that population is an important and challenging problem that has received consider…