134 citations · 478 across the 27 of their papers we have counts for
11 papers · 1 filter
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…
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…
On the Beta Prime Prior for Scale Parameters in High-Dimensional Bayesian Regression Models
Ray Bai, Malay Ghosh
We study high-dimensional Bayesian linear regression with a general beta prime distribution for the scale parameter. Under the assumption of sparsity, we show that appropriate sele…
High-Dimensional Multivariate Posterior Consistency Under Global-Local Shrinkage Priors
Ray Bai, Malay Ghosh
We consider sparse Bayesian estimation in the classical multivariate linear regression model with regressors and response variables. In univariate Bayesian linear regressio…
Posterior Graph Selection and Estimation Consistency for High-dimensional Bayesian DAG Models
Xuan Cao, Kshitij Khare, Malay Ghosh
Covariance estimation and selection for high-dimensional multivariate datasets is a fundamental problem in modern statistics. Gaussian directed acyclic graph (DAG) models are a pop…