The following pages link to Anindya Bhadra (Q342749):
Displaying 20 items.
- An expectation-maximization scheme for measurement error models (Q342750) (← links)
- The horseshoe+ estimator of ultra-sparse signals (Q1699709) (← links)
- Joint mean-covariance estimation via the horseshoe (Q2022549) (← links)
- The horseshoe-like regularization for feature subset selection (Q2040669) (← links)
- Global-local mixtures: a unifying framework (Q2206754) (← links)
- Lasso meets horseshoe: a survey (Q2292393) (← links)
- Exact sampling of the unobserved covariates in Bayesian spline models for measurement error problems (Q2628885) (← links)
- Adaptive particle allocation in iterated sequential Monte Carlo via approximating meta-models (Q2631374) (← links)
- Joint High‐Dimensional Bayesian Variable and Covariance Selection with an Application to eQTL Analysis (Q2846452) (← links)
- Malaria in Northwest India: Data Analysis via Partially Observed Stochastic Differential Equation Models Driven by Lévy Noise (Q3095163) (← links)
- Inferring network structure in non-normal and mixed discrete-continuous genomic data (Q3119823) (← links)
- Prediction risk for the horseshoe regression (Q5381133) (← links)
- Default Bayesian analysis with global-local shrinkage priors (Q5384424) (← links)
- The Graphical Horseshoe Estimator for Inverse Covariance Matrices (Q6032753) (← links)
- Horseshoe Regularisation for Machine Learning in Complex and Deep Models<sup>1</sup> (Q6064351) (← links)
- Beyond Matérn: On A Class of Interpretable Confluent Hypergeometric Covariance Functions (Q6077591) (← links)
- SURE-tuned bridge regression (Q6190648) (← links)
- Precision matrix estimation under the horseshoe-like prior-penalty dual (Q6200870) (← links)
- Global-Local Mixtures (Q6272893) (← links)
- Posterior Concentration for Gaussian Process Priors under Rescaled Mat\'ern and Confluent Hypergeometric Covariance Functions (Q6463266) (← links)