6 papers
Two-Loop Stochastic Mirror Langevin Algorithms for Constrained Sampling
Ruiting Tong, Antik Chakraborty, Raghu Pasupathy
We study the problem of sampling from a target distribution supported on a convex set , when the potential is accessible only th…
Covariate-dependent Joint Modeling of Multivariate Ordinal Preferences and Its Connections with Comparison Models
Yujie Chen, Antik Chakraborty, Anindya Bhadra
Multivariate ordinal data along with covariates are commonly collected in problems ranging from alignment of language models with human preferences, as well as in recommender syste…
Empirical Bayes data integreation for multi-response regression
Antik Chakraborty, Fei Xue
Motivated by applications in tissue-wide association studies (TWAS), we develop a flexible and theoretically grounded empirical Bayes approach for integrating %vector-valued outcom…
State Space Modeling of Mortgage Default Rates under Natural Hazard Shocks
Samuel J. Eschker, Antik Chakraborty, Melanie Gall +2
Mortgage default rates, on the one hand, serve as a measure of economic health to support decision-making by insurance companies, and on the other hand, is a key risk factor in the…
Exact and Approximate MCMC for Doubly-intractable Probabilistic Graphical Models Leveraging the Underlying Independence Model
Yujie Chen, Antik Chakraborty, Anindya Bhadra
Bayesian inference for doubly-intractable pairwise exponential graphical models typically involves variations of the exchange algorithm or approximate Markov chain Monte Carlo (MCM…
Likelihood Based Inference in Fully and Partially Observed Exponential Family Graphical Models with Intractable Normalizing Constants
Yujie Chen, Anindya Bhadra, Antik Chakraborty
Probabilistic graphical models that encode an underlying Markov random field are fundamental building blocks of generative modeling to learn latent representations in modern multiv…