58 citations · 198 across the 19 of their papers we have counts for
3 papers · 1 filter
Model-free inference on extreme dependence via waiting times
James E. Johndrow, Robert L. Wolpert
A variety of methods have been proposed for inference about extreme dependence for multivariate or spatially-indexed stochastic processes and time series. Most of these proceed by…
Optimal Gaussian approximations to the posterior for log-linear models with Diaconis-Ylvisaker priors
James E. Johndrow, Anirban Bhattacharya
In contingency table analysis, sparse data is frequently encountered for even modest numbers of variables, resulting in non-existence of maximum likelihood estimates. A common solu…
Optimal approximating Markov chains for Bayesian inference
James E. Johndrow, Jonathan C. Mattingly, Sayan Mukherjee +1
The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It is common to control computation time by making approximations to th…