Li, Y., Craig, B. A. and Bhadra, A. (2018+). The graphical horseshoe estimator for inverse covariance matrices. (under revision). [arXiv:1707.06661]
 Bhadra, A., Datta, J., Polson, N. G. and Willard, B. (2017). The horseshoe+ estimator of ultra-sparse signals. Bayesian Analysis 12, 1105–1131.
 Bhadra, A., Datta, J., Polson, N. G. and Willard, B. (2016). Default Bayesian analysis with global-local shrinkage priors. Biometrika 103, 955–969.
 Bhadra, A and Carroll, R. J. (2016). Exact sampling of the unobserved covariates in Bayesian spline models for measurement error problems. Statistics and Computing 26, 827-840.
 Feldman, G., Bhadra,
A. and Kirshner, S. (2014). Bayesian feature selection in high-dimensional regression in presence of correlated noise. Stat 3, 258-272.
| Curriculum Vitæ