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09/19/2023
Group Spike and Slab Variational Bayes
In this manuscript we introduce Group Spike-and-slab Variational Bayes (...
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01/19/2023
Semiparametric inference using fractional posteriors
We establish a general Bernstein–von Mises theorem for approximately lin...
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11/22/2022
Bayesian estimation in a multidimensional diffusion model with high frequency data
We consider nonparametric Bayesian inference in a multidimensional diffu...
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11/11/2022
A Bayesian approach for the modelling of material stocks and flows with incomplete data
Material Flow Analysis (MFA) is used to quantify and understand the life...
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05/16/2022
On the inability of Gaussian process regression to optimally learn compositional functions
We rigorously prove that deep Gaussian process priors can outperform Gau...
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12/19/2021
Variational Bayes for high-dimensional proportional hazards models with applications to gene expression variable selection
We propose a variational Bayesian proportional hazards model for predict...
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12/22/2020
Nonparametric Bayesian inference for reversible multi-dimensional diffusions
We study nonparametric Bayesian modelling of reversible multi-dimensiona...
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10/22/2020
Spike and slab variational Bayes for high dimensional logistic regression
Variational Bayes (VB) is a popular scalable alternative to Markov chain...
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08/03/2020
On the Bernstein-von Mises theorem for the Dirichlet process
We establish that Laplace transforms of the posterior Dirichlet process ...
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09/26/2019
Debiased Bayesian inference for average treatment effects
Bayesian approaches have become increasingly popular in causal inference...
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04/15/2019
Variational Bayes for high-dimensional linear regression with sparse priors
We study a mean-field variational Bayes (VB) approximation to Bayesian m...
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10/03/2018
Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions
The problem of determining a periodic Lipschitz vector field b=(b_1, ......
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08/13/2018
Semiparametric Bayesian causal inference using Gaussian process priors
We develop a semiparametric Bayesian approach for estimating the mean re...
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02/09/2018
