3 papers
stat.ME2024
A generalized Bayesian approach for high-dimensional robust regression with serially correlated errors and predictors
Saptarshi Chakraborty, Kshitij Khare, George Michailidis
This paper introduces a loss-based generalized Bayesian methodology for high-dimensional robust regression with serially correlated errors and predictors. The proposed framework em…
stat.CO2024
The data augmentation algorithm
Vivekananda Roy, Kshitij Khare, James P. Hobert
The data augmentation (DA) algorithms are popular Markov chain Monte Carlo (MCMC) algorithms often used for sampling from intractable probability distributions. This review article…
stat.ME2023
A semi-parametric approach for estimating consumer valuation distributions using second price auctions
Sourav Mukherjee, Ziqian Yang, Rohit K Patra +1
We focus on online second price auctions, where bids are made sequentially, and the winning bidder pays the maximum of the second-highest bid and a seller specified starting price.…