74 citations · 95 across the 8 of their papers we have counts for
9 papers
Consistent Group selection using Global-local prior in High dimensional setup
Sayantan Paul, Prasenjit Ghosh, Arijit Chakrabarti
We consider the problem of model selection when grouping structure is inherent within the regressors. Using a Bayesian approach, we model the mean vector by a one-group global-loca…
High dimensional PCA: a new model selection criterion
Abhinav Chakraborty, Soumendu Sundar Mukherjee, Arijit Chakrabarti
Given a random sample from a multivariate population, estimating the number of large eigenvalues of the population covariance matrix is an important problem in Statistics with wide…
Asymptotic Minimaxity, Optimal Posterior Concentration and Asymptotic Bayes Optimality of Horseshoe-type Priors Under Sparsity
Prasenjit Ghosh, Arijit Chakrabarti
In this article, we investigate certain asymptotic optimality properties of a very broad class of one-group continuous shrinkage priors for simultaneous estimation and testing of a…
A New Step-down Procedure for Simultaneous Hypothesis Testing Under Dependence
Prasenjit Ghosh, Arijit Chakrabarti
In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the pr…
Posterior Concentration Properties of a General Class of Shrinkage Priors around Nearly Black Vectors
Prasenjit Ghosh, Arijit Chakrabarti
Suppose we have data generated according to a multivariate normal distribution with a fixed unknown mean vector that is sparse in the sense of being nearly black. Optimality of Bay…
Asymptotic Properties of Bayes Risk of a General Class of Shrinkage Priors in Multiple Hypothesis Testing Under Sparsity
Prasenjit Ghosh, Xueying Tang, Malay Ghosh +1
Consider the problem of simultaneous testing for the means of independent normal observations. In this paper, we study some asymptotic optimality properties of certain multiple tes…