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20112026
most citedPosterior contraction in sparse Bayesian factor models for massive covariance matrices

68 citations · 353 across the 57 of their papers we have counts for

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Showing 2020 · math.STShow all

5 papers · 2 filters

math.ST2020

Statistical Guarantees for Transformation Based Models with Applications to Implicit Variational Inference

Sean Plummer, Shuang Zhou, Anirban Bhattacharya +2

Transformation-based methods have been an attractive approach in non-parametric inference for problems such as unconditional and conditional density estimation due to their unique…

math.ST2020★ 2 cited

Statistical optimality and stability of tangent transform algorithms in logit models

Indrajit Ghosh, Anirban Bhattacharya, Debdeep Pati

A systematic approach to finding variational approximation in an otherwise intractable non-conjugate model is to exploit the general principle of convex duality by minorizing the m…

math.ST2020★ 1 cited

Evidence bounds in singular models: probabilistic and variational perspectives

Anirban Bhattacharya, Debdeep Pati, Sean Plummer

The marginal likelihood or evidence in Bayesian statistics contains an intrinsic penalty for larger model sizes and is a fundamental quantity in Bayesian model comparison. Over the…

math.ST2020★ 1 cited

Nonasymptotic Laplace approximation under model misspecification

Anirban Bhattacharya, Debdeep Pati

We present non-asymptotic two-sided bounds to the log-marginal likelihood in Bayesian inference. The classical Laplace approximation is recovered as the leading term. Our derivatio…

math.ST2020

Mass-shifting phenomenon of truncated multivariate normal priors

Shuang Zhou, Pallavi Ray, Debdeep Pati +1

We show that lower-dimensional marginal densities of dependent zero-mean normal distributions truncated to the positive orthant exhibit a mass-shifting phenomenon. Despite the trun…