2 citations · 6 across the 10 of their papers we have counts for
3 papers · 1 filter
Estimating Stochastic Poisson Intensities Using Deep Latent Models
Ruixin Wang, Prateek Jaiwal, Harsha Honnappa
We present methodology for estimating the stochastic intensity of a doubly stochastic Poisson process. Statistical and theoretical analyses of traffic traces show that these proces…
Variational Bayesian Methods for Stochastically Constrained System Design Problems
Prateek Jaiswal, Harsha Honnappa, Vinayak A. Rao
We study system design problems stated as parameterized stochastic programs with a chance-constraint set. We adopt a Bayesian approach that requires the computation of a posterior…
Asymptotic Consistency of Loss-Calibrated Variational Bayes
Prateek Jaiswal, Harsha Honnappa, Vinayak A. Rao
This paper establishes the asymptotic consistency of the {\it loss-calibrated variational Bayes} (LCVB) method. LCVB was proposed in~\cite{LaSiGh2011} as a method for approximately…