122 citations · 159 across the 15 of their papers we have counts for
5 papers · 1 filter
Uncertainty Quantification Via the Posterior Predictive Variance
Sanjay Chaudhuri, Dean Dustin, Bertrand Clarke
We use the law of total variance to generate multiple expansions for the posterior predictive variance. These expansions are sums of terms involving conditional expectations and co…
Maximum Likelihood under constraints: Degeneracies and Random Critical Points
Subhro Ghosh, Sanjay Chaudhuri
We investigate the problem of semi-parametric maximum likelihood under constraints on summary statistics. Such a procedure results in a discrete probability distribution that maxim…
Qualitative inequalities for squared partial correlations of a Gaussian random vector
Sanjay Chaudhuri
We describe various sets of conditional independence relationships, sufficient for qualitatively comparing non-vanishing squared partial correlations of a Gaussian random vector. T…
Variance Estimation for Tree Order Restricted Models
Antar Bandyopadhyay, Sanjay Chaudhuri
In this article we discuss estimation of the common variance of several normal populations with tree order restricted means. We discuss the asymptotic properties of the maximum lik…
Estimation of a Covariance Matrix with Zeros
Sanjay Chaudhuri, Mathias Drton, Thomas S. Richardson
We consider estimation of the covariance matrix of a multivariate random vector under the constraint that certain covariances are zero. We first present an algorithm, which we call…