
Contraction of a quasiBayesian model with shrinkage priors in precision matrix estimation
Currently several Bayesian approaches are available to estimate large sp...
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Transformed FayHerriot Model with Measurement Error in Covariates
Statistical agencies are often asked to produce small area estimates (SA...
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Ultra Highdimensional Multivariate Posterior Contraction Rate Under Shrinkage Priors
In recent years, shrinkage priors have received much attention in highd...
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Consistent Bayesian Sparsity Selection for Highdimensional Gaussian DAG Models with Multiplicative and Betamixture Priors
Estimation of the covariance matrix for highdimensional multivariate da...
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On the Beta Prime Prior for Scale Parameters in HighDimensional Bayesian Regression Models
We study highdimensional Bayesian linear regression with a general beta...
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LargeScale Multiple Hypothesis Testing with the NormalBeta Prime Prior
We revisit the problem of simultaneously testing the means of n independ...
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Bayes Minimax Competitors of Preliminary Test Estimators in k Sample Problems
In this paper, we consider the estimation of a mean vector of a multivar...
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Bayesian Simultaneous Estimation for Means in k Sample Problems
This paper is concerned with the simultaneous estimation of k population...
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HighDimensional Multivariate Posterior Consistency Under GlobalLocal Shrinkage Priors
We consider sparse Bayesian estimation in the classical multivariate lin...
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The Inverse GammaGamma Prior for Optimal Posterior Contraction and Multiple Hypothesis Testing
We study the wellknown problem of estimating a sparse ndimensional unk...
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Malay Ghosh
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