68 citations · 319 across the 71 of their papers we have counts for
6 papers · 2 filters
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…
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…
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…
Tail-adaptive Bayesian shrinkage
Se Yoon Lee, Peng Zhao, Debdeep Pati +1
Robust Bayesian methods for high-dimensional regression problems under diverse sparse regimes are studied. Traditional shrinkage priors are primarily designed to detect a handful o…
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…
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…