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20172026
most citedConsistent detection and optimal localization of all detectable change points in piecewise stationary arbitrarily sparse network-sequences

4 citations · 9 across the 18 of their papers we have counts for

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6 papers · 1 filter

math.ST2024

Bulk Spectra of Truncated Sample Covariance Matrices

Subhroshekhar Ghosh, Soumendu Sundar Mukherjee, Himasish Talukdar

Determinantal Point Processes (DPPs), which originate from quantum and statistical physics, are known for modelling diversity. Recent research [Ghosh and Rigollet (2020)] has demon…

math.ST2023

Minimax-optimal estimation for sparse multi-reference alignment with collision-free signals

Subhro Ghosh, Soumendu Sundar Mukherjee, Jing Bin Pan

The Multi-Reference Alignment (MRA) problem aims at the recovery of an unknown signal from repeated observations under the latent action of a group of cyclic isometries, in the pre…

math.ST2023

Learning Networks from Gaussian Graphical Models and Gaussian Free Fields

Subhro Ghosh, Soumendu Sundar Mukherjee, Hoang-Son Tran +1

We investigate the problem of estimating the structure of a weighted network from repeated measurements of a Gaussian Graphical Model (GGM) on the network. In this vein, we conside…

math.ST2023

Consistent model selection in the spiked Wigner model via AIC-type criteria

Soumendu Sundar Mukherjee

Consider the spiked Wigner model \[ X = \sum_{i = 1}^k λ_i u_i u_i^\top + σG, \] where is an GOE random matrix, and the eigenvalues are all spiked, i.e. abov…

math.ST2020

High dimensional PCA: a new model selection criterion

Abhinav Chakraborty, Soumendu Sundar Mukherjee, Arijit Chakrabarti

Given a random sample from a multivariate population, estimating the number of large eigenvalues of the population covariance matrix is an important problem in Statistics with wide…

math.ST20191 cited

When random initializations help: a study of variational inference for community detection

Purnamrita Sarkar, Y. X. Rachel Wang, Soumendu Sundar Mukherjee

Variational approximation has been widely used in large-scale Bayesian inference recently, the simplest kind of which involves imposing a mean field assumption to approximate compl…