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

68 citations · 319 across the 71 of their papers we have counts for

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Showing 2020Show all

9 papers · 1 filter

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…

stat.ML2020

Statistical Guarantees and Algorithmic Convergence Issues of Variational Boosting

Biraj Subhra Guha, Anirban Bhattacharya, Debdeep Pati

We provide statistical guarantees for Bayesian variational boosting by proposing a novel small bandwidth Gaussian mixture variational family. We employ a functional version of Fran…

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.DS2020★ 15 cited

Dynamics of coordinate ascent variational inference: A case study in 2D Ising models

Sean Plummer, Debdeep Pati, Anirban Bhattacharya

Variational algorithms have gained prominence over the past two decades as a scalable computational environment for Bayesian inference. In this article, we explore tools from the d…

nucl-th2020★ 7 cited

Radius and equation of state constraints from massive neutron stars and GW190814

Yeunhwan Lim, Anirban Bhattacharya, Jeremy W. Holt +1

Motivated by the unknown nature of the compact object in the binary merger event GW190814, we study the maximum neutron star mass based on constraints from low…

math.ST2020

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…

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…