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6 papers

stat.ME2026

Bayesian Graphical Models under Positivity Constraints: A Scalable generalized likelihood Approach

Swarnali Raha, Partha Sarkar, Sirani Perera +1

The paper proposes a scalable Bayesian method for estimating precision matrices in Gaussian graphical models with total positivity constraints, using a D‑trace loss and spike‑and‑s…

stat.ML2026

Optimality of Sub-network Laplace Approximations: New Results and Methods

Swarnali Raha, Kshitij Khare, Rohit K Patra

Although the Laplace approximation offers a simple route to uncertainty quantification in deep neural networks, its reliance on inverting large Hessian matrices has motivated a ran…

math.ST2026

Moment bounds for condition numbers and singular values of high-dimensional Gaussian random matrices: Applications and limitations

Partha Sarkar, Kshitij Khare, Sanvesh Srivastava

Spectral properties of Gram matrices are central to high dimensional asymptotic analyses of statistical estimators in regression and covariance estimation. These properties, in tur…

stat.ME2026

CoMET: A Compressed Bayesian Mixed-Effects Model for High-Dimensional Tensors

Sreya Sarkar, Kshitij Khare, Sanvesh Srivastava

Mixed-effects models are fundamental tools for analyzing clustered and repeated-measures data, but existing high-dimensional methods largely focus on penalized estimation with vect…

math.ST2026

High-Dimensional Bernstein Von-Mises Theorems for Covariance and Precision Matrices

Partha Sarkar, Kshitij Khare, Malay Ghosh +1

This paper aims to examine the characteristics of the posterior distribution of covariance/precision matrices in a "large , large " scenario, where represents the number…

math.ST2025

High dimensional convergence rates for sparse precision estimators for matrix-variate data

Hongqiang Sun, Kshitij Khare

In several applications, the underlying structure of the data allows for the samples to be organized into a matrix variate form. In such settings, the underlying row and column cov…