Search Results for author: Natesh Pillai

Found 3 papers, 3 papers with code

Unbiased estimation of log normalizing constants with applications to Bayesian cross-validation

1 code implementation2 Oct 2018 Maxime Rischard, Pierre E. Jacob, Natesh Pillai

Posterior distributions often feature intractable normalizing constants, called marginal likelihoods or evidence, that are useful for model comparison via Bayes factors.

Computation Methodology

Bias correction in daily maximum and minimum temperature measurements through Gaussian process modeling

2 code implementations25 May 2018 Maxime Rischard, Natesh Pillai, Karen A. McKinnon

Our idea is to impute the hourly temperatures at the location of the measurements by borrowing information from the nearby stations that record hourly temperatures, which then can be used to create accurate summaries of temperature extremes.

Applications Methodology

A Divide and Conquer Strategy for High Dimensional Bayesian Factor Models

1 code implementation9 Dec 2016 Gautam Sabnis, Debdeep Pati, Barbara Engelhardt, Natesh Pillai

Our approach is novel in this regard: it includes all of the $n$ samples in each subproblem and, instead, splits the dimension $p$ into smaller subsets for each subproblem.

Methodology

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