My research interests include Bayesian nonparametrics, variational inference, causal inference, inverse problems and asymptotic statistics.
For further details on my research, please see my website.
et al., 2022, A Bayesian approach for the modelling of material stocks and flows with incomplete data, Arxiv
Giordano M, Ray K, 2022, Nonparametric Bayesian inference for reversible multi-dimensional diffusions, Annals of Statistics, ISSN:0090-5364
Ray K, Szabó B, 2022, Variational Bayes for high-dimensional linear regression with sparse priors, Journal of the American Statistical Association, Vol:117, ISSN:0162-1459, Pages:1270-1281
et al., 2022, Variational Bayes for high-dimensional proportional hazards models with applications within gene expression, Bioinformatics, Vol:38, ISSN:1367-4803, Pages:3918-3926
Giordano M, Ray K, Schmidt-Hieber J, On the inability of Gaussian process regression to optimally learn compositional functions, 36th Conference on Neural Information Processing Systems (NeurIPS 2022), ISSN:1049-5258