activity
20092022
most citedThe Bernstein-von Mises theorem and nonregular models

23 citations · 43 across the 12 of their papers we have counts for

collaborators

12 papers

q-bio.GN2022★ 2 cited

Shared Differential Clustering across Single-cell RNA Sequencing Datasets with the Hierarchical Dirichlet Process

Jinlu Liu, Sara Wade, Natalia Bochkina

Single-cell RNA sequencing (scRNA-seq) is powerful technology that allows researchers to understand gene expression patterns at the single-cell level. However, analysing scRNA-seq…

math.ST2022★ 4 cited

Bernstein - von Mises theorem and misspecified models: a review

Natalia Bochkina

This is a review of asymptotic and non-asymptotic behaviour of Bayesian methods under model specification. In particular we focus on consistency, i.e. convergence of the posterior…

math.ST2019★ 1 cited

Bayesian Inverse Problems with Heterogeneous Variance

Natalia Bochkina, Jenovah Rodrigues

We consider inverse problems in Hilbert spaces under correlated Gaussian noise and use a Bayesian approach to find their regularised solution. We focus on mildly ill-posed inverse…

stat.ME2018

Testing for equal correlation matrices with application to paired gene expression data

Adria Caballe, Natalia Bochkina, Claus Mayer +1

We present a novel method for testing the hypothesis of equality of two correlation matrices using paired high-dimensional datasets. We consider test statistics based on the averag…

stat.AP2016

Joint Estimation of Sparse Networks with application to Paired Gene Expression data

Adria Caballe, Natalia Bochkina, Claus Mayer

We consider a method to jointly estimate sparse precision matrices and their underlying graph structures using dependent high-dimensional datasets. We present a penalized maximum l…

math.ST2016★ 4 cited

Adaptive density estimation based on a mixture of Gammas

Natalia Bochkina, Judith Rousseau

We consider the problem of Bayesian density estimation on the positive semiline for possibly unbounded densities. We propose a hierarchical Bayesian estimator based on the gamma mi…

stat.AP2015

Selection of the Regularization Parameter in Graphical Models using Network Characteristics

Adria Caballe, Natalia Bochkina, Claus Mayer

Gaussian graphical models represent the underlying graph structure of conditional dependence between random variables which can be determined using their partial correlation or pre…

math.ST2013★ 6 cited

Besov regularity of functions with sparse random wavelet coefficients

Natalia Bochkina

This paper addresses the problem of regularity properties of functions represented as an expansion in a wavelet basis with random coefficients in terms of finiteness of their Besov…

math.ST2012★ 23 cited

The Bernstein-von Mises theorem and nonregular models

Natalia A. Bochkina, Peter J. Green

We study the asymptotic behaviour of the posterior distribution in a broad class of statistical models where the "true" solution occurs on the boundary of the parameter space. We s…

math.ST2012★ 3 cited

Consistency of the posterior distribution in generalised linear inverse problems

Natalia Bochkina

For ill-posed inverse problems, a regularised solution can be interpreted as a mode of the posterior distribution in a Bayesian framework. This framework enriches the set the solut…

math.ST2011

Consistency and efficiency of Bayesian estimators in generalised linear inverse problems

Natalia A. Bochkina, Peter J. Green

Formulating a statistical inverse problem as one of inference in a Bayesian model has great appeal, notably for what this brings in terms of coherence, the interpretability of regu…

stat.ML2009

Sparse Empirical Bayes Analysis (SEBA)

Natalia Bochkina, Ya'acov Ritov

We consider a joint processing of independent sparse regression problems. Each is based on a sample of \iid observations from $y_{i1}=x…