30 citations · 119 across the 39 of their papers we have counts for
5 papers · 1 filter
Sub-optimality of some continuous shrinkage priors
Anirban Bhattacharya, David B. Dunson, Debdeep Pati +1
Two-component mixture priors provide a traditional way to induce sparsity in high-dimensional Bayes models. However, several aspects of such a prior, including computational comple…
Bayesian Local Extrema Splines
Matthew W. Wheeler, David B. Dunson, Amy H. Herring
We consider the problem of shape restricted nonparametric regression on a closed set X ?\in R; where it is reasonable to assume the function has no more than H local extrema interi…
Variable length trajectory compressible hybrid Monte Carlo
Akihiko Nishimura, David Dunson
Hybrid Monte Carlo (HMC) generates samples from a prescribed probability distribution in a configuration space by simulating Hamiltonian dynamics, followed by the Metropolis (-Hast…
Fast moment estimation for generalized latent Dirichlet models
Shiwen Zhao, Barbara E. Engelhardt, Sayan Mukherjee +1
We develop a generalized method of moments (GMM) approach for fast parameter estimation in a new class of Dirichlet latent variable models with mixed data types. Parameter estimati…
DECOrrelated feature space partitioning for distributed sparse regression
Xiangyu Wang, David Dunson, Chenlei Leng
Fitting statistical models is computationally challenging when the sample size or the dimension of the dataset is huge. An attractive approach for down-scaling the problem size is…