Browsing Journal Articles by Author "Ramamoorthi, R. V."
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On Bayesian quantile regression using a pseudo-joint asymmetric laplace likelihood
Sriram, Karthik; Ramamoorthi, R. V.; Ghosh, P. (Indian Statistical Institute, 2016)We consider a pseudo-likelihood for Bayesian estimation of multiple quantiles as a function of covariates. This arises as a simple product of multiple asymmetric Laplace densities (ALD), each corresponding to a particular ... -
On posterior concentration in misspecified models
Sriram, Karthik; Ramamoorthi, R. V.; Martin, R. (Bayesian Analysis, 2015)We investigate the asymptotic behavior of Bayesian posterior distributions under independent and identically distributed (i.i.d.) misspecified models. More specifically, we study the concentration of the posterior distribution ... -
Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric laplace density
Sriram, Karthik; Ramamoorthi, R. V.; Ghosh, Pulak (Bayesian Analysis, 2013)We explore an asymptotic justification for the widely used and empirically verified approach of assuming an asymmetric Laplace distribution (ALD) for the response in Bayesian Quantile Regression. Based on empirical ...