155 citations · 955 across the 56 of their papers we have counts for
5 papers · 1 filter
Model comparison and assessment for single particle tracking in biological fluids
Martin Lysy, Natesh S. Pillai, David B. Hill +4
State-of-the-art techniques in passive particle-tracking microscopy provide high-resolution path trajectories of diverse foreign particles in biological fluids. For particles on th…
Ergodicity of Approximate MCMC Chains with Applications to Large Data Sets
Natesh S. Pillai, Aaron Smith
In many modern applications, difficulty in evaluating the posterior density makes performing even a single MCMC step slow. This difficulty can be caused by intractable likelihood f…
The Use of a Single Pseudo-Sample in Approximate Bayesian Computation
Luke Bornn, Natesh Pillai, Aaron Smith +1
We analyze the computational efficiency of approximate Bayesian computation (ABC), which approximates a likelihood function by drawing pseudo-samples from the associated model. For…
Accelerating Asymptotically Exact MCMC for Computationally Intensive Models via Local Approximations
Patrick R. Conrad, Youssef M. Marzouk, Natesh S. Pillai +1
We construct a new framework for accelerating Markov chain Monte Carlo in posterior sampling problems where standard methods are limited by the computational cost of the likelihood…
Dirichlet-Laplace priors for optimal shrinkage
Anirban Bhattacharya, Debdeep Pati, Natesh S. Pillai +1
Penalized regression methods, such as regularization, are routinely used in high-dimensional applications, and there is a rich literature on optimality properties under spars…