3 papers
stat.ML2026
Optimality of Sub-network Laplace Approximations: New Results and Methods
Swarnali Raha, Kshitij Khare, Rohit K Patra
Although the Laplace approximation offers a simple route to uncertainty quantification in deep neural networks, its reliance on inverting large Hessian matrices has motivated a ran…
stat.ME2023
A semi-parametric approach for estimating consumer valuation distributions using second price auctions
Sourav Mukherjee, Ziqian Yang, Rohit K Patra +1
We focus on online second price auctions, where bids are made sequentially, and the winning bidder pays the maximum of the second-highest bid and a seller specified starting price.…
stat.ME2020
Least Squares Estimation of a Quasiconvex Regression Function
Somabha Mukherjee, Rohit K. Patra, Andrew L. Johnson +1
We develop a new approach for the estimation of a multivariate function based on the economic axioms of quasiconvexity (and monotonicity). On the computational side, we prove the e…