:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Chakraborty, Antik, Walsh, Jonelle B., Strigari, Louis, Mallick, Bani K., Bhattacharya, Anirban
Format:	Preprint
Published:	2024
Subjects:	Methodology
Online Access:	https://arxiv.org/abs/2404.03152
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Factorized Fusion Shrinkage for Dynamic Relational Data
by: Zhao, Peng, et al.
Published: (2022)

Empirical Bayes data integreation for multi-response regression
by: Chakraborty, Antik, et al.
Published: (2026)

Nearest Neighbor Dirichlet Mixtures
by: Chattopadhyay, Shounak, et al.
Published: (2020)

Structure Learning for Directed Trees with Zero-Inflated Compositional Nodes
by: Zhang, Shuangjie, et al.
Published: (2026)

JASPER: Joint Bayesian Analysis of Spatial Expression via Regression
by: Dey, Pritam, et al.
Published: (2026)

Likelihood Based Inference in Fully and Partially Observed Exponential Family Graphical Models with Intractable Normalizing Constants
by: Chen, Yujie, et al.
Published: (2024)

Exact and Approximate MCMC for Doubly-intractable Probabilistic Graphical Models Leveraging the Underlying Independence Model
by: Chen, Yujie, et al.
Published: (2025)

Global-Local Dirichlet Processes for Identifying Pan-Cancer Subpopulations Using Both Shared and Cancer-Specific Data
by: Chakrabarti, Arhit, et al.
Published: (2025)

VaSST: Variational Inference for Symbolic Regression using Soft Symbolic Trees
by: Roy, Somjit, et al.
Published: (2026)

A Generalized Tangent Approximation based Variational Inference Framework for Strongly Super-Gaussian Likelihoods
by: Roy, Somjit, et al.
Published: (2025)

Nested Atoms Model with Application to Clustering Big Population-Scale Single-Cell Data
by: Chakrabarti, Arhit, et al.
Published: (2026)

State Space Modeling of Mortgage Default Rates under Natural Hazard Shocks
by: Eschker, Samuel J., et al.
Published: (2025)

Computational methods for fast Bayesian model assessment via calibrated posterior p-values
by: Paganin, Sally, et al.
Published: (2023)

Hierarchical Bayesian Operator-induced Symbolic Regression Trees for Structural Learning of Scientific Expressions
by: Roy, Somjit, et al.
Published: (2025)

Boosting the Power of Kernel Two-Sample Tests
by: Chatterjee, Anirban, et al.
Published: (2023)

Bregman projection for calibration estimation
by: Kim, Jae Kwang, et al.
Published: (2026)

Tail-adaptive Bayesian shrinkage
by: Lee, Se Yoon, et al.
Published: (2020)

Bayesian Semi-supervised Inference via a Debiased Modeling Approach
by: Sert, Gözde, et al.
Published: (2025)

A Kernel-Based Conditional Two-Sample Test Using Nearest Neighbors (with Applications to Calibration, Regression Curves, and Simulation-Based Inference)
by: Chatterjee, Anirban, et al.
Published: (2024)

Robust Bayesian Inference on Riemannian Submanifold
by: Tang, Rong, et al.
Published: (2023)

On Quantification of Borrowing of Information in Hierarchical Bayesian Models
by: Ghosh, Prasenjit, et al.
Published: (2025)

Adaptive finite element type decomposition of Gaussian processes
by: Kim, Jaehoan, et al.
Published: (2025)

Bayesian Semiparametric Causal Inference: Targeted Doubly Robust Estimation of Treatment Effects
by: Sert, Gözde, et al.
Published: (2025)

Robust Simulation Based Inference Through Robust Optimal Transport
by: Jacobs, Peter Matthew, et al.
Published: (2026)

Structured Optimal Variational Inference for Dynamic Latent Space Models
by: Zhao, Peng, et al.
Published: (2022)

PrIsing: Privacy-Preserving Peer Effect Estimation via Ising Model
by: Chakraborty, Abhinav, et al.
Published: (2024)

Statistical Inference for Subgraph Frequencies of Exchangeable Hyperedge Models
by: Bhattacharya, Ayoushman, et al.
Published: (2025)

Frequentist Regret Analysis of Gaussian Process Thompson Sampling via Fractional Posteriors
by: Roy, Somjit, et al.
Published: (2026)

An efficient method of posterior sampling for Poisson INGARCH models
by: Fan, Yixuan, et al.
Published: (2026)

On the universal calibration of heavy-tailed combination tests
by: Chakraborty, Parijat, et al.
Published: (2025)

Hierarchical Bayesian spectral analysis of multiple stationary time series
by: Lee, Rebecca, et al.
Published: (2025)

Uncertainty calibration for latent-variable regression models
by: Duma, Zina-Sabrina, et al.
Published: (2025)

Weighted model calibration with spatial conditional information
by: Nguyen, Michele, et al.
Published: (2025)

In-sample calibration yields conformal calibration guarantees
by: Allen, Sam, et al.
Published: (2025)

Consistent Bayesian causal discovery for structural equation models with equal error variances
by: Chaudhuri, Anamitra, et al.
Published: (2025)

General Bayesian L2 calibration of mathematical models
by: Overstall, Antony M., et al.
Published: (2021)

Lower-dimensional posterior density and cluster summaries for overparameterized Bayesian models
by: Bolfarine, Henrique, et al.
Published: (2025)

On the posterior property of the Rician distribution
by: Quispe, Jesus Enrique Achire, et al.
Published: (2024)

Wild posteriors in the wild
by: Shen, Yunyi, et al.
Published: (2025)

Approximate posterior recalibration
by: Cai, Tiffany, et al.
Published: (2026)