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08/07/2023
Nonparametric Bayes multiresolution testing for high-dimensional rare events
In a variety of application areas, there is interest in assessing eviden...
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03/13/2023
Maximum a Posteriori Estimation in Graphical Models Using Local Linear Approximation
Sparse structure learning in high-dimensional Gaussian graphical models ...
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11/24/2022
A New Spatio-Temporal Model Exploiting Hamiltonian Equations
The solutions of Hamiltonian equations are known to describe the underly...
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05/02/2022
Graphical Evidence
Marginal likelihood, also known as model evidence, is a fundamental quan...
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09/24/2021
High-dimensional Portfolio Optimization using Joint Shrinkage
We consider the problem of optimizing a portfolio of financial assets, w...
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07/29/2021
ReCo1: A Fault resilient technique of Correlation Sensitive Stochastic Designs
In stochastic circuits, major sources of error are correlation errors, s...
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04/21/2021
Precision Matrix Estimation under the Horseshoe-like Prior-Penalty Dual
The problem of precision matrix estimation in a multivariate Gaussian mo...
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02/15/2021
Horseshoe shrinkage methods for Bayesian fusion estimation
We consider the problem of estimation and structure learning of high dim...
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01/12/2021
Bayesian inference in high-dimensional models
Models with dimension more than the available sample size are now common...
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12/26/2020
Graph signal denoising using t-shrinkage priors
We study the graph signal denoising problem by estimating a piecewise co...
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11/14/2019
Change-point Analysis in Financial Networks
A major impact of globalization has been the information flow across the...
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07/26/2019