4 papers · 1 filter
Bigraphical Matérn-Whittle (BMW) Processes for Fast Inference of Big Multivariate Spatial Data on General Domains
Debangan Dey, Alokesh Manna, Christopher J. Geoga
Large spatial data sets now record many correlated variables at many thousands of locations, often on domains where Euclidean distance misrepresents proximity. The central difficul…
Bayesian Models for Joint Selection of Features and Auto-Regressive Lags: Theory and Applications in Environmental and Financial Forecasting
Alokesh Manna, Sujit K. Ghosh
We develop a Bayesian framework for variable selection in linear regression with autocorrelated errors, accommodating lagged covariates and autoregressive structures. This setting…
Interval Estimation of Coefficients in Penalized Regression Models of Insurance Data
Alokesh Manna, Zijian Huang, Dipak K. Dey +2
The Tweedie exponential dispersion family is a popular choice among many to model insurance losses that consist of zero-inflated semicontinuous data. In such data, it is often impo…
Some Clustering-based Change-point Detection Methods Applicable to High Dimension, Low Sample Size Data
Trisha Dawn, Angshuman Roy, Alokesh Manna +1
Detection of change-points in a sequence of high-dimensional observations is a very challenging problem, and this becomes even more challenging when the sample size (i.e., the sequ…