24 citations · 63 across the 25 of their papers we have counts for
3 papers · 1 filter
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency
Prateek Jaiswal, Harsha Honnappa, Vinayak A. Rao
This paper considers data-driven chance-constrained stochastic optimization problems in a Bayesian framework. Bayesian posteriors afford a principled mechanism to incorporate data…
PAC-Bayes Bounds on Variational Tempered Posteriors for Markov Models
Imon Banerjee, Vinayak A. Rao, Harsha Honnappa
Datasets displaying temporal dependencies abound in science and engineering applications, with Markov models representing a simplified and popular view of the temporal dependence s…
Asymptotic Consistency of Rényi-Approximate Posteriors
Prateek Jaiswal, Vinayak A. Rao, Harsha Honnappa
We study the asymptotic consistency properties of -Rényi approximate posteriors, a class of variational Bayesian methods that approximate an intractable Bayesian posterior with…