| Publication | Date of Publication | Type |
|---|
Recurrence and transience of a Markov chain on \(\mathbb{Z}^+\) and evaluation of prior distributions for a Poisson mean
Journal of Applied Probability | 2024-11-15 | Paper |
High-dimensional covariance estimation for Gaussian directed acyclic graph models with given order
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-10 | Paper |
Response variable selection in multivariate linear regression
STATISTICA SINICA | 2024-08-26 | Paper |
Asynchronous and Distributed Data Augmentation for Massive Data Settings
Journal of Computational and Graphical Statistics | 2024-01-22 | Paper |
Asynchronous and Distributed Data Augmentation for Massive Data Settings
Journal of Computational and Graphical Statistics | 2024-01-22 | Paper |
The Bayesian nested Lasso for mixed frequency regression models
The Annals of Applied Statistics | 2024-01-16 | Paper |
A Bayesian Framework for Sparse Estimation in High-Dimensional Mixed Frequency Vector Autoregressive Models
STATISTICA SINICA | 2023-11-17 | Paper |
A Bayesian Subset Specific Approach to Joint Selection of Multiple Graphical Models
STATISTICA SINICA | 2023-11-14 | Paper |
Discussion
International Statistical Review | 2023-11-10 | Paper |
| High-Dimensional Bernstein Von-Mises Theorems for Covariance and Precision Matrices | 2023-09-15 | Paper |
| High-dimensional Posterior Consistency in Multi-response Regression models with Non-informative Priors for Error Covariance Matrix | 2023-05-23 | Paper |
Convergence properties of data augmentation algorithms for high-dimensional robit regression
Electronic Journal of Statistics | 2023-02-03 | Paper |
Convergence properties of data augmentation algorithms for high-dimensional robit regression
Electronic Journal of Statistics | 2023-02-03 | Paper |
A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions
Statistics and Computing | 2022-07-08 | Paper |
Geometric ergodicity of Gibbs samplers for the horseshoe and its regularized variants
Electronic Journal of Statistics | 2022-05-11 | Paper |
Geometric ergodicity of Gibbs samplers for the horseshoe and its regularized variants
Electronic Journal of Statistics | 2022-05-11 | Paper |
Uncertainty Quantification for Modern High-Dimensional Regression via Scalable Bayesian Methods
Journal of Computational and Graphical Statistics | 2022-03-28 | Paper |
Estimating accuracy of the MCMC variance estimator: asymptotic normality for batch means estimators
Statistics & Probability Letters | 2022-03-04 | Paper |
A hybrid scan Gibbs sampler for Bayesian models with latent variables
Statistical Science | 2022-02-15 | Paper |
Convergence properties of data augmentation algorithms for high-dimensional robit regression
(available as arXiv preprint) | 2021-12-20 | Paper |
Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach
The Annals of Statistics | 2021-09-28 | Paper |
Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors
Journal of Multivariate Analysis | 2020-08-28 | Paper |
High-dimensional posterior consistency for hierarchical non-local priors in regression
Bayesian Analysis | 2020-02-18 | Paper |
High-dimensional posterior consistency for hierarchical non-local priors in regression
Bayesian Analysis | 2020-02-18 | Paper |
Consistent estimation of the spectrum of trace class data augmentation algorithms
Bernoulli | 2019-09-25 | Paper |
Consistent estimation of the spectrum of trace class data augmentation algorithms
Bernoulli | 2019-09-25 | Paper |
High-dimensional posterior consistency in Bayesian vector autoregressive models
Journal of the American Statistical Association | 2019-08-27 | Paper |
Estimating the spectral gap of a trace-class Markov operator
Electronic Journal of Statistics | 2019-07-12 | Paper |
Estimating the spectral gap of a trace-class Markov operator
Electronic Journal of Statistics | 2019-07-12 | Paper |
A convex pseudolikelihood framework for high dimensional partial correlation estimation with convergence guarantees
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models
The Annals of Statistics | 2019-03-14 | Paper |
Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models
The Annals of Statistics | 2019-03-14 | Paper |
Trace class Markov chains for the normal-gamma Bayesian shrinkage model
Electronic Journal of Statistics | 2019-01-18 | Paper |
Trace class Markov chains for the normal-gamma Bayesian shrinkage model
Electronic Journal of Statistics | 2019-01-18 | Paper |
Convergence analysis of MCMC algorithms for Bayesian multivariate linear regression with non-Gaussian errors
Scandinavian Journal of Statistics | 2018-10-08 | Paper |
A Hybrid Scan Gibbs Sampler for Bayesian Models with Latent Variables
(available as arXiv preprint) | 2018-08-27 | Paper |
Algorithms for improving efficiency of discrete Markov chains
Indian Journal of Pure & Applied Mathematics | 2018-04-18 | Paper |
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
Journal of Theoretical Biology | 2017-08-24 | Paper |
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 complete family of models
Journal of Theoretical Biology | 2017-08-24 | Paper |
Trace class Markov chains for Bayesian inference with generalized double Pareto shrinkage priors
Scandinavian Journal of Statistics | 2017-06-13 | Paper |
A Bayesian approach for envelope models
The Annals of Statistics | 2017-05-02 | Paper |
Convergence properties of Gibbs samplers for Bayesian probit regression with proper priors
Electronic Journal of Statistics | 2017-02-17 | Paper |
Convergence properties of Gibbs samplers for Bayesian probit regression with proper priors
Electronic Journal of Statistics | 2017-02-17 | Paper |
On the Bayesness, minimaxity and admissibility of point estimators of allelic frequencies
Journal of Theoretical Biology | 2016-08-18 | Paper |
Necessary and sufficient conditions for high-dimensional posterior consistency under \(g\)-priors
Bayesian Analysis | 2016-04-22 | Paper |
Necessary and sufficient conditions for high-dimensional posterior consistency under \(g\)-priors
Bayesian Analysis | 2016-04-22 | Paper |
Consistency of Bayes factors under hyper \(g\)-priors with growing model size
Journal of Statistical Planning and Inference | 2016-03-08 | Paper |
Computable upper bounds on the distance to stationarity for Jovanovski and Madras's Gibbs sampler
Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI | 2016-02-19 | Paper |
High dimensional posterior convergence rates for decomposable graphical models
Electronic Journal of Statistics | 2016-01-07 | Paper |
Gibbs sampling, exponential families and orthogonal polynomials
Statistical Science | 2015-12-22 | Paper |
Gibbs sampling, exponential families and orthogonal polynomials
Statistical Science | 2015-12-22 | Paper |
Rejoinder: ``Gibbs sampling, exponential families and orthogonal polynomials
Statistical Science | 2015-12-22 | Paper |
Rejoinder: ``Gibbs sampling, exponential families and orthogonal polynomials
Statistical Science | 2015-12-22 | Paper |
| Convergence Analysis of the Data Augmentation Algorithm for Bayesian Linear Regression with Non-Gaussian Errors | 2015-06-09 | Paper |
Asymptotic expansion of the posterior density in high dimensional generalized linear models
Journal of Multivariate Analysis | 2014-09-08 | Paper |
Geometric ergodicity for Bayesian shrinkage models
Electronic Journal of Statistics | 2014-05-30 | Paper |
Geometric ergodicity of the Bayesian Lasso
Electronic Journal of Statistics | 2013-09-26 | Paper |
Convergence analysis of some multivariate Markov chains using stochastic monotonicity
The Annals of Applied Probability | 2013-04-24 | Paper |
Convergence analysis of some multivariate Markov chains using stochastic monotonicity
The Annals of Applied Probability | 2013-04-24 | Paper |
Stochastic alternating projections
Illinois Journal of Mathematics | 2013-01-04 | Paper |
Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression
Journal of Multivariate Analysis | 2012-09-26 | Paper |
Sparse matrix decompositions and graph characterizations
Linear Algebra and its Applications | 2012-06-11 | Paper |
A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants
The Annals of Statistics | 2012-02-21 | Paper |
Gibbs sampling, conjugate priors and coupling
Sankhyā. Series A | 2011-04-08 | Paper |
Wishart distributions for decomposable covariance graph models
The Annals of Statistics | 2011-04-05 | Paper |
| Covariance trees and Wishart distributions on cones | 2010-09-02 | Paper |
Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions
The Annals of Applied Probability | 2009-06-17 | Paper |
| The joint distribution of occupation times of skip-free Markov processes and a class of multivariate exponential distributions | 2007-12-11 | Paper |
| Dynkin's Isomorphism with Sign Structure | 2007-12-09 | Paper |
