67 citations · 134 across the 14 of their papers we have counts for
17 papers
Statistical Disaggregation -- a Monte Carlo Approach for Imputation under Constraints
Shenggang Hu, Hongsheng Dai, Fanlin Meng +3
Equality-constrained models naturally arise in problems in which measurements are taken at different levels of resolution. The challenge in this setting is that the models usually…
Privacy Guarantees in Posterior Sampling under Contamination
Shenggang Hu, Louis Aslett, Hongsheng Dai +2
In recent years, differential privacy has been adopted by tech-companies and governmental agencies as the standard for measuring privacy in algorithms. In this article, we study di…
Sampling using Adaptive Regenerative Processes
Hector McKimm, Andi Q Wang, Murray Pollock +2
Enriching Brownian motion with regenerations from a fixed regeneration distribution at a particular regeneration rate results in a Markov process that has a target distribu…
Divide-and-Conquer Fusion
Ryan S. Y. Chan, Murray Pollock, Adam M. Johansen +1
Combining several (sample approximations of) distributions, which we term sub-posteriors, into a single distribution proportional to their product, is a common challenge. Occurring…
Flexible Bayesian inference for diffusion processes using splines
Paul A. Jenkins, Murray Pollock, Gareth O. Roberts
We introduce a flexible method to simultaneously infer both the drift and volatility functions of a discretely observed scalar diffusion. We introduce spline bases to represent the…
Bayesian Fusion: Scalable unification of distributed statistical analyses
Hongsheng Dai, Murray Pollock, Gareth Roberts
There has recently been considerable interest in addressing the problem of unifying distributed statistical analyses into a single coherent inference. This problem naturally arises…