134 citations · 478 across the 27 of their papers we have counts for
29 papers
An Unbiased Predictor for Skewed Response Variable with Measurement Error in Covariate
Sepideh Mosaferi, Malay Ghosh, Shonosuke Sugasawa
We introduce a new small area predictor when the Fay-Herriot normal error model is fitted to a logarithmically transformed response variable, and the covariate is measured with err…
Posterior consistency in multi-response regression models with non-informative priors for the error covariance matrix in growing dimensions
Partha Sarkar, Kshitij Khare, Malay Ghosh
The Inverse-Wishart (IW) distribution is a standard and popular choice of priors for covariance matrices and has attractive properties such as conditional conjugacy. However, the I…
Posterior Consistency for Bayesian Relevance Vector Machines
Xiao Fang, Malay Ghosh
Statistical modeling and inference problems with sample sizes substantially smaller than the number of available covariates are challenging. Chakraborty et al. (2012) did a full hi…
High-dimensional properties for empirical priors in linear regression with unknown error variance
Xiao Fang, Malay Ghosh
We study full Bayesian procedures for high-dimensional linear regression. We adopt data-dependent empirical priors introduced in [1]. In their paper, these priors have nice posteri…
Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation
Ruoyang Zhang, Yisha Yao, Malay Ghosh
Currently several Bayesian approaches are available to estimate large sparse precision matrices, including Bayesian graphical Lasso (Wang, 2012), Bayesian structure learning (Baner…
Transformed Fay-Herriot Model with Measurement Error in Covariates
Sepideh Mosaferi, Malay Ghosh, Rebecca C. Steorts
Statistical agencies are often asked to produce small area estimates (SAEs) for positively skewed variables. When domain sample sizes are too small to support direct estimators, ef…