The following pages link to Kshitij Khare (Q247122):
Displayed 50 items.
- Consistency of Bayes factors under hyper \(g\)-priors with growing model size (Q254923) (← links)
- Necessary and sufficient conditions for high-dimensional posterior consistency under \(g\)-priors (Q273624) (← links)
- Geometric ergodicity of the Bayesian Lasso (Q367204) (← links)
- Asymptotic expansion of the posterior density in high dimensional generalized linear models (Q406525) (← links)
- Sparse matrix decompositions and graph characterizations (Q426086) (← links)
- Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression (Q450861) (← links)
- Convergence properties of Gibbs samplers for Bayesian probit regression with proper priors (Q510201) (← links)
- A Bayesian approach for envelope models (Q524457) (← links)
- A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants (Q661172) (← links)
- On the Bayesness, minimaxity and admissibility of point estimators of allelic frequencies (Q739422) (← links)
- Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach (Q820793) (← links)
- Gibbs sampling, exponential families and orthogonal polynomials (Q900452) (← links)
- Rejoinder: ``Gibbs sampling, exponential families and orthogonal polynomials'' (Q900457) (← links)
- High dimensional posterior convergence rates for decomposable graphical models (Q902216) (← links)
- Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions (Q1024904) (← links)
- Trace class Markov chains for the normal-gamma Bayesian shrinkage model (Q1711607) (← links)
- Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models (Q1731759) (← links)
- Algorithms for improving efficiency of discrete Markov chains (Q1745667) (← links)
- Stochastic alternating projections (Q1928866) (← links)
- Convergence analysis of some multivariate Markov chains using stochastic monotonicity (Q1948704) (← links)
- Estimating the spectral gap of a trace-class Markov operator (Q2002572) (← links)
- A hybrid scan Gibbs sampler for Bayesian models with latent variables (Q2075694) (← links)
- Geometric ergodicity of Gibbs samplers for the horseshoe and its regularized variants (Q2136599) (← links)
- A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions (Q2152553) (← links)
- Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors (Q2196119) (← links)
- High-dimensional posterior consistency for hierarchical non-local priors in regression (Q2297241) (← links)
- Consistent estimation of the spectrum of trace class data augmentation algorithms (Q2325394) (← links)
- Joint genome-wide prediction in several populations accounting for randomness of genotypes: a hierarchical Bayes approach. I: Multivariate Gaussian priors for marker effects and derivation of the joint probability mass function of genotypes (Q2399621) (← links)
- Joint genome-wide prediction in several populations accounting for randomness of genotypes: a hierarchical Bayes approach. II: Multivariate spike and slab priors for marker effects and derivation of approximate Bayes and fractional Bayes factors for the c (Q2399628) (← links)
- Wishart distributions for decomposable covariance graph models (Q2429939) (← links)
- Gibbs sampling, conjugate priors and coupling (Q2431014) (← links)
- Geometric ergodicity for Bayesian shrinkage models (Q2452109) (← links)
- Estimating accuracy of the MCMC variance estimator: asymptotic normality for batch means estimators (Q2667588) (← links)
- Convergence properties of data augmentation algorithms for high-dimensional robit regression (Q2683183) (← links)
- Uncertainty Quantification for Modern High-Dimensional Regression via Scalable Bayesian Methods (Q3391194) (← links)
- (Q3581607) (← links)
- Convergence Analysis of MCMC Algorithms for Bayesian Multivariate Linear Regression with Non‐Gaussian Errors (Q4685441) (← links)
- High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models (Q5231502) (← links)
- A Convex Pseudolikelihood Framework for High Dimensional Partial Correlation Estimation with Convergence Guarantees (Q5378137) (← links)
- Trace Class Markov Chains for Bayesian Inference with Generalized Double Pareto Shrinkage Priors (Q5738830) (← links)
- Computable upper bounds on the distance to stationarity for Jovanovski and Madras's Gibbs sampler (Q5963359) (← links)
- Discussion (Q6064663) (← links)
- A Bayesian Subset Specific Approach to Joint Selection of Multiple Graphical Models (Q6069494) (← links)
- A Bayesian Framework for Sparse Estimation in High-Dimensional Mixed Frequency Vector Autoregressive Models (Q6069889) (← links)
- The Bayesian nested Lasso for mixed frequency regression models (Q6179127) (← links)
- Asynchronous and Distributed Data Augmentation for Massive Data Settings (Q6180720) (← links)
- Dynkin's Isomorphism with Sign Structure (Q6207776) (← links)
- The joint distribution of occupation times of skip-free Markov processes and a class of multivariate exponential distributions (Q6207792) (← links)
- Convergence Analysis of the Data Augmentation Algorithm for Bayesian Linear Regression with Non-Gaussian Errors (Q6262539) (← links)
- A Hybrid Scan Gibbs Sampler for Bayesian Models with Latent Variables (Q6305874) (← links)