4 citations · 14 across the 40 of their papers we have counts for
5 papers · 1 filter
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…
Consistent detection and optimal localization of all detectable change points in piecewise stationary arbitrarily sparse network-sequences
Sharmodeep Bhattacharyya, Shirshendu Chatterjee, Soumendu Sundar Mukherjee
We consider the offline change point detection and localization problem in the context of piecewise stationary networks, where the observable is a finite sequence of networks. We d…
Exact Tests for Offline Changepoint Detection in Multichannel Binary and Count Data with Application to Networks
Shyamal K. De, Soumendu Sundar Mukherjee
We consider offline detection of a single changepoint in binary and count time-series. We compare exact tests based on the cumulative sum (CUSUM) and the likelihood ratio (LR) stat…
On -Convergence of Schur-Hadamard Products of Independent Nonsymmetric Random Matrices
Soumendu Sundar Mukherjee
Let and be two independent collections of zero mean, unit variance random variables with uniformly bounded moments of all or…
Construction of product -probability spaces via free cumulants
Arup Bose, Soumendu Sundar Mukherjee
It is well known that free independence is equivalent to the vanishing of mixed free cumulants. The purpose of this short note is to build free products of -probability spaces u…