| Publication | Date of Publication | Type |
|---|
| Asynchronous and Distributed Data Augmentation for Massive Data Settings | 2024-01-22 | Paper |
| The Bayesian nested Lasso for mixed frequency regression models | 2024-01-16 | Paper |
| A Bayesian Framework for Sparse Estimation in High-Dimensional Mixed Frequency Vector Autoregressive Models | 2023-11-17 | Paper |
| A Bayesian Subset Specific Approach to Joint Selection of Multiple Graphical Models | 2023-11-14 | Paper |
| Discussion | 2023-11-10 | Paper |
| High-Dimensional Bernstein Von-Mises Theorems for Covariance and Precision Matrices | 2023-09-15 | Paper |
| High-dimensional Posterior Consistency in Multi-response Regression models with Non-informative Priors for Error Covariance Matrix | 2023-05-23 | Paper |
| Convergence properties of data augmentation algorithms for high-dimensional robit regression | 2023-02-03 | Paper |
| A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions | 2022-07-08 | Paper |
| Geometric ergodicity of Gibbs samplers for the horseshoe and its regularized variants | 2022-05-11 | Paper |
| Uncertainty Quantification for Modern High-Dimensional Regression via Scalable Bayesian Methods | 2022-03-28 | Paper |
| Estimating accuracy of the MCMC variance estimator: asymptotic normality for batch means estimators | 2022-03-04 | Paper |
| A hybrid scan Gibbs sampler for Bayesian models with latent variables | 2022-02-15 | Paper |
| Convergence properties of data augmentation algorithms for high-dimensional robit regression | 2021-12-20 | Paper |
| Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach | 2021-09-28 | Paper |
| Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors | 2020-08-28 | Paper |
| High-dimensional posterior consistency for hierarchical non-local priors in regression | 2020-02-18 | Paper |
| Consistent estimation of the spectrum of trace class data augmentation algorithms | 2019-09-25 | Paper |
| High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models | 2019-08-27 | Paper |
| Estimating the spectral gap of a trace-class Markov operator | 2019-07-12 | Paper |
| A Convex Pseudolikelihood Framework for High Dimensional Partial Correlation Estimation with Convergence Guarantees | 2019-06-12 | Paper |
| Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models | 2019-03-14 | Paper |
| Trace class Markov chains for the normal-gamma Bayesian shrinkage model | 2019-01-18 | Paper |
| Convergence Analysis of MCMC Algorithms for Bayesian Multivariate Linear Regression with Non‐Gaussian Errors | 2018-10-08 | Paper |
| A Hybrid Scan Gibbs Sampler for Bayesian Models with Latent Variables | 2018-08-27 | Paper |
| Algorithms for improving efficiency of discrete Markov chains | 2018-04-18 | Paper |
| Joint genome-wide prediction in several populations accounting for randomness of genotypes: a hierarchical Bayes approach. I: Multivariate Gaussian priors for marker effects and derivation of the joint probability mass function of genotypes | 2017-08-24 | Paper |
| Joint genome-wide prediction in several populations accounting for randomness of genotypes: a hierarchical Bayes approach. II: Multivariate spike and slab priors for marker effects and derivation of approximate Bayes and fractional Bayes factors for the complete family of models | 2017-08-24 | Paper |
| Trace Class Markov Chains for Bayesian Inference with Generalized Double Pareto Shrinkage Priors | 2017-06-13 | Paper |
| A Bayesian approach for envelope models | 2017-05-02 | Paper |
| Convergence properties of Gibbs samplers for Bayesian probit regression with proper priors | 2017-02-17 | Paper |
| On the Bayesness, minimaxity and admissibility of point estimators of allelic frequencies | 2016-08-18 | Paper |
| Necessary and sufficient conditions for high-dimensional posterior consistency under \(g\)-priors | 2016-04-22 | Paper |
| Consistency of Bayes factors under hyper \(g\)-priors with growing model size | 2016-03-08 | Paper |
| Computable upper bounds on the distance to stationarity for Jovanovski and Madras's Gibbs sampler | 2016-02-19 | Paper |
| High dimensional posterior convergence rates for decomposable graphical models | 2016-01-07 | Paper |
| Gibbs sampling, exponential families and orthogonal polynomials | 2015-12-22 | Paper |
| Rejoinder: ``Gibbs sampling, exponential families and orthogonal polynomials | 2015-12-22 | Paper |
| Convergence Analysis of the Data Augmentation Algorithm for Bayesian Linear Regression with Non-Gaussian Errors | 2015-06-09 | Paper |
| Asymptotic expansion of the posterior density in high dimensional generalized linear models | 2014-09-08 | Paper |
| Geometric ergodicity for Bayesian shrinkage models | 2014-05-30 | Paper |
| Geometric ergodicity of the Bayesian Lasso | 2013-09-26 | Paper |
| Convergence analysis of some multivariate Markov chains using stochastic monotonicity | 2013-04-24 | Paper |
| Stochastic alternating projections | 2013-01-04 | Paper |
| Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression | 2012-09-26 | Paper |
| Sparse matrix decompositions and graph characterizations | 2012-06-11 | Paper |
| A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants | 2012-02-21 | Paper |
| Gibbs sampling, conjugate priors and coupling | 2011-04-08 | Paper |
| Wishart distributions for decomposable covariance graph models | 2011-04-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3581607 | 2010-09-02 | Paper |
| Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions | 2009-06-17 | Paper |
| The joint distribution of occupation times of skip-free Markov processes and a class of multivariate exponential distributions | 2007-12-11 | Paper |
| Dynkin's Isomorphism with Sign Structure | 2007-12-09 | Paper |
