Birs- 19w5188: New and Evolving Roles of Shrinkage in Large-Scale Prediction and Inference
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Title: Nonparametric maximum likelihood methods for binary response models with random coefficients
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Title: Blessing of Dimensionality: High-Dimensional Nonparametric Inference with Distance Correlation
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Title: On efficient prediction and predictive density estimation for normal and spherically symmetric models
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Title: Bayesian High Dimensional Multivariate Regression with Shrinkage Priors
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Title: Predictive density estimation: recent results
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Title: Shrinkage priors for nonparametric Bayesian prediction of nonhomogeneous Poisson processes
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Title: Improved Shrinkage Prediction under a Spiked Covariance Structure
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Title: Calibrated Bayes factors for model comparison
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Title: On the nonparametric maximum likelihood estimator for Gaussian location mixture densities and applications
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Title: Nonparametric empirical Bayes methods for ranking with longitudinal data
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Title: Implicit Bias in Big Data Analytics
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Title: Some applications of MCMC perturbations with high-dimensional shrinkage priors
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Title: Factor models for asset returns based on transformed factors
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Title: Shrinkage in Bayesian shape constrained inference
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Title: Is (empirical) Bayes the future of instrumental variable estimation?
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Title: Matrix-free conditional simulation of Gaussian lattice random fields
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Title: Singular value shrinkage priors and empirical Bayes matrix completion
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Title: Singular value shrinkage priors and empirical Bayes matrix completion
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Title: Bootstrapping Spectral Statistics in High Dimensions
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Title: Adaptive minimax predictive density for sparse Poisson models
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