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06/01/2022
Data Augmentation MCMC for Bayesian Inference from Privatized Data
Differentially private mechanisms protect privacy by introducing additio...
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06/23/2021
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency
This paper considers data-driven chance-constrained stochastic optimizat...
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01/13/2021
PAC-Bayes Bounds on Variational Tempered Posteriors for Markov Models
Datasets displaying temporal dependencies abound in science and engineer...
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01/06/2020
Variational Bayesian Methods for Stochastically Constrained System Design Problems
We study system design problems stated as parameterized stochastic progr...
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11/04/2019
Asymptotic Consistency of Loss-Calibrated Variational Bayes
This paper establishes the asymptotic consistency of the loss-calibrate...
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03/12/2019
Risk-Sensitive Variational Bayes: Formulations and Bounds
We study data-driven decision-making problems in a parametrized Bayesian...
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03/12/2019
Computational Bayes-Predictive Stochastic Programming: Finite Sample Bounds
We study stochastic programming models where the stochastic variable is ...
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03/12/2019
Computational Bayes-Predictive Stochastic Programming: Finite Sample Bound
We study stochastic programming models where the stochastic variable is ...
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02/05/2019