Online papers

Files are in PDF format which is viewable by Acrobat Reader or in PS format viewable by ghostview. Warning!! The printed version of the papers may be slightly different from the ones available here. Some old papers are not available.

Dirichlet process, related priors and posterior asymptotics (draft version --- comments welcome), based on the tutorial given in Workshop on Bayesian nonparametric regression, Cambridge, Aug 6-10, 2007. To be published by Cambridge University Press.
J. K. Ghosh's contribution to statistics: A brief outline (with Bertrand Clarke). Editorial article in IMS Collection - Volume 3: Pushing the Limits of Contemporary Statistics: Contributions in honor of Professor Jayanta K. Ghosh, pages 1--18. Check the cover page and the table of contents of this volume.
Kullback Leibler Property of Kernel Mixture Priors in Bayesian Density Estimation (with Y. Wu). Electronic Journal of Statistics, Vol 2, 298--331, 2008.
Nonparametric Bayesian model selection and averaging (with J. Lember and A. W. van der Vaart). Electronic Journal of Statistics, Vol 2, 63--89, 2008.
Bayesian ROC curve estimation under binormality using a partial likelihood based on ranks (with J. Gu). Revision invited from the Journal of Statistical Planning and Inference.
Strong approximations for resample quantile process and applications to ROC methodology (with J. Gu). Accepted in Journal of Nonparametric Statistics. See also the full technical report version of the paper.
Posterior consistency of Dirichlet mixtures of beta densities in estimating positive false discovery rates (with A. Roy and Y. Tang). Invited paper in IMS Collection - Volume 1: Beyond Parametrics in Interdisciplinary Research: Festschrift in honor of Professor Pranab K. Sen, pages 105--115.
Non-parametric estimation of ROC curve (with J. Gu and A. Roy). Tentatively accepted in Statistics in Medicine.
A consistent nonparametric Bayesian procedure for estimating autoregressive conditional densities (with Y. Tang). Computational Statistics and Data Analysis, Vol 51, 4424-4437.
Clusterwise regression using Dirichlet mixtures (with C. Kang). To appear in Platinum Jubilee volume of Indian Statistical Institute, to be published by World Scientific. A shorter version of this paper appears in the JSM Proceedings, 2007, Section on Nonparametric Statistics, 1624--1631.
Nonparametric Bayesian estimation of positive false discovery rates (with Y. Tang and A. Roy). Biometrics, Vol 63, pages 1126--1134.
Convergence Properties of Sequential Bayesian D-Optimal Designs (with A. Roy and W. F. Rosenberger). Journal of Statistical Planning and Inference (pending final approval following a minor revision).
Bayesian consistency for Markov processes (with Y. Tang). 2006 Sankhya Vol 68, No 2, pp. 227--239.
Convergence rates of posterior distributions for noniid observations (with A. W. van der Vaart). Annals of Statistics, Vol 35, No. 1, 192--223.
Bayesian methods for function estimation (with N. Choudhuri and A. Roy). 2005. Handbook of Statistics, Vol 25, (Dipak Dey, ed.) pp. 373--414.
Posterior consistency of Dirichlet mixtures for estimating a transition density (with Yongqiang Tang). Journal of Statistical Planning and Inference Vol. 137, 1711--1726, 2007. See also the auxiliary paper A Hoeffding-type inequality for ergodic time series by Y. Tang.
Semiparametric Accelerated Failure Time Models For Censored Data (with Sujit Ghosh). In "Bayesian Statistics and its Applications" (S. K. Upadhyay et al., eds.), Anamaya Publishers, New Delhi, 213-229.
Posterior convergence rates of Dirichlet mixtures at smooth densities (with A. W. van der Vaart). Annals of Statistics, Vol 35, No. 2, 697--723.
Posterior consistency of Gaussian process prior for nonparametric binary regression (with A. Roy). Annals of Statistics Vol 34, 2413--2429, 2006).
Nonparametric binary regression using a Gaussian process prior (with N. Choudhuri and A. Roy). Statistical Methodology Vol 4, 227-243.
Bayesian estimation of the spectral density of a time series (with N. Choudhuri and A. Roy). Journal of the American Statistical Association, vol. 99, pp. 1050--1059, 2004.
Contiguity of the Whittle measure for a Gaussian time series (with N. Choudhuri and A. Roy). Biometrika, vol 91, No 1, pp. 211--218, 2004.
On Bayesian adaptation (with J. Lember and A. W. van der Vaart). Acta Applicanadae Mathematica, vol 79, No 1/2, pp. 165--175, 2003.
Invited discussion of ``A Nonparametric Bayesian Approach to Inverse Problems'' by R. L. Wolpert, K. Ickstadt and M. B. Hansen. In ``Bayesian Statistics'' Vol. 7, (J. M. Bernardo et al., eds.), Oxford University Press, pp. 403--417, 2003.
Discussion of ``New Tools for Consistency in Bayesian Nonparametrics'' by G. Salinetti (with A. W. van der Vaart). In ``Bayesian Statistics'' Vol. 7 (J. M. Bernardo et al., eds.), Oxford University Press, pp. 369--384, 2003.
Adaptive Bayesian inference on the mean of an infinite dimensional normal distribution. (with E. Belitser). Annals of Statistics, vol 31, No 2, pp. 536--559, 2003.
Posterior consistency for semiparametric regression problems. (with M. Amewou-Atisso, J. K. Ghosh and R. V. Ramamoorthi). Bernoulli, vol 9, No 2, pp. 291-312, 2003.
Entropies and rates of convergence for Bayes and maximum likelihood estimation for mixture of normal densities. (with A. W. van der Vaart). Annals of Statistics, vol 29, No. 5, pp. 1233--1263, 2001.
Convergence rates for density estimation with Bernstein polynomials. Annals of Statistics, vol 29, No. 5, pp. 1264--1280, 2001.
Testing Monotonicity of Regression. (with Arusharka Sen and A. W. van der Vaart) Annals of Statistics, vol 28, No. 4, pp. 1054--1082, 2000.
Convergence rates of posterior distributions. (with J. K. Ghosh and A. W. van der Vaart), Annals of Statistics, vol 28, No. 2, pp. 500--531, 2000.
Asymptotic normality of posterior distributions for exponential families with many parameters. Journal of Multivariate Analysis, vol 74, pp. 49--69, 2000.
Probability matching priors for non-regular cases. Biometrika, vol. 86, pp. 956--964, 1999.
Posterior consistency of Dirichlet mixtures in density estimation. (with J. K. Ghosh and R. V. Ramamoorthi) Annals of Statistics, vol. 27, No. 1, pp. 143--158, 1999.
Consistent semiparametric Bayesian inference about a location parameter. (with J. K. Ghosh and R. V. Ramamoorthi) Journal of Statistical Planning and Inference, Vol 77, No. 2, pp. 181--193, 1999.
Asymptotic normality of posterior distributions in high dimensional linear models. Bernoulli, Vol. 5, No. 2, pp. 315--331, 1999.
Consistency issues in Bayesian nonparametrics (with J. K. Ghosh and R. V. Ramamoorthi). In ``Asymptotics, Nonparametrics and Time Series: A Tribute to Madan Lal Puri'' (Subir Ghosh, Ed.), Marcel Dekker, Inc. pp. 639--667, 1999.
A review of consistency and convergence rates of posterior distribution. In ``Proceedings of Varanashi Symposium in Bayesian Inference'', Banaras Hindu University.
Approximation of the posterior distribution in a change point problem. (with J. K. Ghosh and T. Samanta). Annals of the Institute of Statistical Mathematics, vol. 51, No. 3, pp. 479--497, 1999.
Complete convergence of martingale arrays (with T. K. Chandra) Journal of Theoretical Probability, Vol 11, No. 3, pp. 621--631, 1998.
Normal approximation to the posterior distribution for generalized linear models with many covariates. Mathematical Methods of Statistics, vol. 6, No. 3, pp. 332--348, 1997.
Asymptotic expansions of posterior distributions in nonregular cases. (with Tapas Samanta). Annals of the Institute of Mathematical Statistics, vol. 49, No. 1, pp. 181--197, 1997.
On extensions of an inequality of Kolmogorov (with T. K. Chandra) Calcutta Statistical Association Bulletin, Vol 47, No. 185--186, pp. 1--9, 1997.
On convergence of posterior distribution. (with J. K. Ghosh and T. Samanta). Annals of Statistics, Vol. 23, pp. 2145--2152, 1995.

Questions or comments to: Subhashis Ghosal ghosal@stat.ncsu.edu

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