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20122024
most citedFrequentist coverage and sup-norm convergence rate in Gaussian process regression

36 citations · 65 across the 13 of their papers we have counts for

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6 papers · 1 filter

stat.ME2020

Coupling-based convergence assessment of some Gibbs samplers for high-dimensional Bayesian regression with shrinkage priors

Niloy Biswas, Anirban Bhattacharya, Pierre E. Jacob +1

We consider Markov chain Monte Carlo (MCMC) algorithms for Bayesian high-dimensional regression with continuous shrinkage priors. A common challenge with these algorithms is the ch…

stat.ME20204 cited

Nonparametric Bayesian Deconvolution of a Symmetric Unimodal Density

Ya Su, Anirban Bhattacharya, Yan Zhang +2

We consider nonparametric measurement error density deconvolution subject to heteroscedastic measurement errors as well as symmetry about zero and shape constraints, in particular…

stat.ME2019

Efficient Bayesian shape-restricted function estimation with constrained Gaussian process priors

Pallavi Ray, Debdeep Pati, Anirban Bhattacharya

This article revisits the problem of Bayesian shape-restricted inference in the light of a recently developed approximate Gaussian process that admits an equivalent formulation of…

stat.ME2018

A Modified Sequential Probability Ratio Test

Sandipan Pramanik, Valen E. Johnson, Anirban Bhattacharya

We describe a modified sequential probability ratio test that can be used to reduce the average sample size required to perform statistical hypothesis tests at specified levels of…

stat.ME2018

Signal Adaptive Variable Selector for the Horseshoe Prior

Pallavi Ray, Anirban Bhattacharya

In this article, we propose a simple method to perform variable selection as a post model-fitting exercise using continuous shrinkage priors such as the popular horseshoe prior. Th…

stat.ME20175 cited

Empirical Bayes, SURE and Sparse Normal Mean Models

Xianyang Zhang, Anirban Bhattacharya

This paper studies the sparse normal mean models under the empirical Bayes framework. We focus on the mixture priors with an atom at zero and a density component centered at a data…