Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh
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Abstract: Jayanta Kumar Ghosh is one of the most extraordinary professors in the field of Statistics. His research in numerous areas, especially asymptotics, has been groundbreaking, influential throughout the world, and widely recognized through awards and other honors. His leadership in Statistics as Director of the Indian Statistical Institute and President of the International Statistical Institute, among other eminent positions, has been likewise outstanding. In recognition of Jayanta's enormous impact, this volume is an effort to honor him by drawing together contributions to the main areas in which he has worked and continues to work. The papers naturally fall into five categories. First, sequential estimation was Jayanta's starting point. Thus, beginning with that topic, there are two papers, one classical by Hall and Ding leading to a variant on p-values, and one Bayesian by Berger and Sun extending reference priors to stopping time problems. Second, there are five papers in the general area of prior specification. Much of Jayanta's earlier work involved group families as does Sweeting's paper here for instance. There are also two papers dwelling on the link between fuzzy sets and priors, by Meeden and by Delampady and Angers. Equally daring is the work by Mukerjee with data dependent priors and the pleasing confluence of several prior selection criteria found by Ghosh, Santra and Kim. Jayanta himself studied a variety of prior selection criteria including probability matching priors and reference priors.
Cited in
(79)- Sufficient conditions for Bayesian consistency
- A nonparametric approach to 3D shape analysis from digital camera images. I.
- LOL selection in high dimension
- A review of Bayesian asymptotics in general insurance applications
- A method for high-dimensional smoothing
- Additive time-dependent hazard model with doubly truncated data
- Importance sampling: intrinsic dimension and computational cost
- Connecting pairwise geodesic spheres by depth: DCOPS
- Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics
- Rates of contraction of posterior distributions based on \(p\)-exponential priors
- Generalized fiducial inference on the mean of zero-inflated Poisson and Poisson hurdle models
- On the Bernstein-von Mises theorem for the Dirichlet process
- Variable selection consistency of Gaussian process regression
- On a class of objective priors from scoring rules (with discussion)
- Bayesian ODE solvers: the maximum a posteriori estimate
- Deconvolving breath alcohol concentration from biosensor measured transdermal alcohol level under uncertainty: a Bayesian approach
- Hierarchical sparse observation models and informative prior for Bayesian inference of spatially varying parameters
- Solving and learning nonlinear PDEs with Gaussian processes
- Hanson-Wright inequality in Hilbert spaces with application to \(K\)-means clustering for non-Euclidean data
- A general framework for Bayes structured linear models
- Semiparametric Bayesian causal inference
- Predictive probability matching priors for a certain non-regular model
- Bayesian and likelihood-based inference for the bivariate normal correlation coefficient
- High minima of non-smooth Gaussian processes
- Nonparametric analysis of non-Euclidean data on shapes and images
- A supermartingale approach to Gaussian process based sequential design of experiments
- Comment: ``Bayes, oracle Bayes and empirical Bayes
- Blended particle methods with adaptive subspaces for filtering turbulent dynamical systems
- Bayesian empirical likelihood estimation of quantile structural equation models
- Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models
- Bayesian mode and maximum estimation and accelerated rates of contraction
- Penalised robust estimators for sparse and high-dimensional linear models
- A necessary Bayesian nonparametric test for assessing multivariate normality
- Deterministic mean-field ensemble Kalman filtering
- Representation formulae for the fractional Brownian motion
- On asymptotic properties of Bayesian partially linear models
- A random map implementation of implicit filters
- Sharp support recovery from noisy random measurements by \(\ell_1\)-minimization
- Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: application to heat transfer in building walls
- Iterative importance sampling algorithms for parameter estimation
- Gaussian process landmarking on manifolds
- Asymptotic behaviour of Poisson-Dirichlet distribution and random energy model
- Finite element representations of Gaussian processes: balancing numerical and statistical accuracy
- scientific article; zbMATH DE number 7626759 (Why is no real title available?)
- I got more data, my model is more refined, but my estimator is getting worse! Am I just dumb?
- Large deviations for functionals of some self-similar Gaussian processes
- Optimal sparse linear prediction for block-missing multi-modality data without imputation
- On Prediction Properties of Kriging: Uniform Error Bounds and Robustness
- Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields
- Kriging prediction with isotropic Matérn correlations: robustness and experimental designs
- Tze Leung Lai: From Accidental Statistician to Interdisciplinary Statistician Who Combines Theory with Practice
- Nonparametric Bayesian aggregation for massive data
- Limit theorems associated with the Pitman-Yor process
- Large deviations in a Gaussian setting: the role of the Cameron-Martin space
- Sequential implicit sampling methods for Bayesian inverse problems
- Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior
- Fully Bayesian analysis of the relevance vector machine with an extended hierarchical prior structure
- Doob's consistency of a non-Bayesian updating process
- Objective priors for common correlation coefficient in bivariate normal populations
- Distributed Bayesian inference in massive spatial data
- Identifiability of asymmetric circular and cylindrical distributions
- Lower bound for the oracle projection posterior convergence rate
- Small area estimation with partially linear mixed-t model with measurement error
- Zero-inflated modeling. I: Traditional zero-inflated count regression models, their applications, and computational tools
- A two-stage group-sequential design for delayed treatment responses with the possibility of trial restart
- The mean-field ensemble Kalman filter: near-Gaussian setting
- Error analysis of kernel/GP methods for nonlinear and parametric PDEs
- Statistical inference with regularized optimal transport
- Design and analysis of group sequential trials for repeated measurements when pipeline data occurs: a tutorial
- Differentially private estimation of weighted average treatment effects for binary outcomes
- Semi-parametric Bernstein-von Mises theorem in linear inverse problems
- On the bracketing entropy condition and generalized empirical measures
- Mathematics, statistics, and geometry of extreme events in high dimensions. Abstracts from the workshop held August 19--23, 2024
- Frequency-dependent contraction rates for the Bayesian method to the inverse source problem
- Posterior convergence for Bayesian functional linear regression
- Nonparametric inference for extrinsic means on size-and-(reflection)-shape manifolds with applications in medical imaging
- On degeneracy and invariances of random fields paths with applications in Gaussian process modelling
- Data-dependent probability matching priors for highest posterior density and equal-tailed two-sided regions based on empirical-type likelihoods
- Bootstrap confidence regions for the planar mean shape
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