2 papers
stat.ML2026
Bayesian Model Averaging under Predictor Redundancy via Density-Ratio Posterior Compression
Hanqing Li, Xuewen Lu, Yuting Chen
Bayesian model averaging in support-indexed regression induces a posterior distribution over active predictor supports. Under predictor redundancy, posterior mass can spread across…
math.ST2026
Bernstein-von Mises theorem for sparse generalized linear models
Hanqing Li, Xuewen Lu
We establish an oracle Bernstein-von Mises theorem for high-dimensional sparse generalized linear models under an outcome-independent spike-and-slab prior. The posterior consistent…