48 citations · 126 across the 51 of their papers we have counts for
4 papers · 2 filters
On Single Variable Transformation Approach to Markov Chain Monte Carlo
Kushal K. Dey, Sourabh Bhattacharya
Random Walk Metropolis Hastings (RWMH) algorithm, is quite inefficient in high dimensions because of its abysmally slow acceptance rate. The slow acceptance rate results from the f…
Bayesian Nonparametric Dynamic State Space Modeling with Circular Latent States
Satyaki Mazumder, Sourabh Bhattacharya
State space models are well-known for their versatility in modeling dynamic systems that arise in various scientific disciplines. Although parametric state space models are well st…
Gaussian Random Functional Dynamic Spatio-Temporal Modeling of Discrete Time Spatial Time Series Data
Suman Guha, Sourabh Bhattacharya
Discrete time spatial time series data arise routinely in meteorological and environmental studies. Inference and prediction associated with them are mostly carried out using any o…
Nonstationary, Nonparametric, Nonseparable Bayesian Spatio-Temporal Modeling Using Kernel Convolution of Order Based Dependent Dirichlet Process
Moumita Das, Sourabh Bhattacharya
In this article, using kernel convolution of order based dependent Dirichlet process (Griffin and Steel (2006)) we construct a nonstationary, nonseparable, nonparametric space-time…