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20082026
most citedUniversality of covariance matrices

155 citations · 955 across the 56 of their papers we have counts for

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Showing 2016Show all

9 papers · 1 filter

stat.ME2016★ 4 cited

A Divide and Conquer Strategy for High Dimensional Bayesian Factor Models

Gautam Sabnis, Debdeep Pati, Barbara Engelhardt +1

We propose a distributed computing framework, based on a divide and conquer strategy and hierarchical modeling, to accelerate posterior inference for high-dimensional Bayesian fact…

stat.CO2016

Parallel local approximation MCMC for expensive models

Patrick Conrad, Andrew Davis, Youssef Marzouk +2

Performing Bayesian inference via Markov chain Monte Carlo (MCMC) can be exceedingly expensive when posterior evaluations invoke the evaluation of a computationally expensive model…

stat.ME2016★ 1 cited

Parallel Markov Chain Monte Carlo via Spectral Clustering

Guillaume W. Basse, Natesh S. Pillai, Aaron Smith

As it has become common to use many computer cores in routine applications, finding good ways to parallelize popular algorithms has become increasingly important. In this paper, we…

math.PR2016

On the Mixing Time of Kac's Walk and Other High-Dimensional Gibbs Samplers with Constraints

Natesh S. Pillai, Aaron Smith

Determining the total variation mixing time of Kac's random walk on the special orthogonal group has been a long-standing open problem. In this paper, we construct…

stat.ME2016

More Powerful Multiple Testing in Randomized Experiments with Non-Compliance

Joseph J. Lee, Laura Forastiere, Luke Miratrix +1

Two common concerns raised in analyses of randomized experiments are (i) appropriately handling issues of non-compliance, and (ii) appropriately adjusting for multiple tests (e.g.,…

math.ST2016

Sub-optimality of some continuous shrinkage priors

Anirban Bhattacharya, David B. Dunson, Debdeep Pati +1

Two-component mixture priors provide a traditional way to induce sparsity in high-dimensional Bayes models. However, several aspects of such a prior, including computational comple…

math.ST2016

MCMC for Imbalanced Categorical Data

James E. Johndrow, Aaron Smith, Natesh Pillai +1

Many modern applications collect highly imbalanced categorical data, with some categories relatively rare. Bayesian hierarchical models combat data sparsity by borrowing informatio…

math.ST2016

Ratios and Cauchy Distribution

Natesh S. Pillai

It is well known that the ratio of two independent standard Gaussian random variables follows a Cauchy distribution. Any convex combination of independent standard Cauchy random va…

stat.ME2016★ 9 cited

Weak separation in mixture models and implications for principal stratification

Avi Feller, Evan Greif, Nhat Ho +2

Principal stratification is a widely used framework for addressing post-randomization complications. After using principal stratification to define causal effects of interest, rese…