36 citations · 65 across the 13 of their papers we have counts for
3 papers · 1 filter
A Hybrid Approximation to the Marginal Likelihood
Eric Chuu, Debdeep Pati, Anirban Bhattacharya
Computing the marginal likelihood or evidence is one of the core challenges in Bayesian analysis. While there are many established methods for estimating this quantity, they predom…
Approximate Laplace approximations for scalable model selection
David Rossell, Oriol Abril, Anirban Bhattacharya
We propose the approximate Laplace approximation (ALA) to evaluate integrated likelihoods, a bottleneck in Bayesian model selection. The Laplace approximation (LA) is a popular too…
The Soft Multivariate Truncated Normal Distribution with Applications to Bayesian Constrained Estimation
Allyson Souris, Anirban Bhattacharya, Debdeep Pati
We propose a new distribution, called the soft tMVN distribution, which provides a smooth approximation to the truncated multivariate normal (tMVN) distribution with linear constra…