activity
20172023
most citedStochastic Approximation with Random Step Sizes and Urn Models with Random Replacement Matrices Having Finite Mean

7 citations · 8 across the 6 of their papers we have counts for

collaborators

6 papers

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.PR2022

Approximate Gibbsian structure in strongly correlated point fields and generalized Gaussian zero ensembles

Ujan Gangopadhyay, Subhro Ghosh, Kin Aun Tan

Gibbsian structure in random point fields has been a classical tool for studying their spatial properties. However, exact Gibbs property is available only in a relatively limited c…

math.PR2020

Fluctuations of Transverse Increments in Two-dimensional First Passage Percolation

Ujan Gangopadhyay

We consider a model of first passage percolation (FPP) where the nearest-neighbor edges of the standard two-dimensional Euclidean lattice are equipped with random variables. These…

math.PR2019★ 1 cited

Almost Sure Convergence of Randomized Urn Models with Application to Elephant Random Walk

Ujan Gangopadhyay, Krishanu Maulik

We consider a randomized urn model with objects of finitely many colors. The replacement matrices are random, and are conditionally independent of the color chosen given the past.…

math.ST2019

Sparse Minimax Optimality of Bayes Predictive Density Estimates from Clustered Discrete Priors

Ujan Gangopadhyay, Gourab Mukherjee

We consider the problem of predictive density estimation under Kullback-Leibler loss in a high-dimensional Gaussian model with exact sparsity constraints on the location parameters…

math.PR2017★ 7 cited

Stochastic Approximation with Random Step Sizes and Urn Models with Random Replacement Matrices Having Finite Mean

Ujan Gangopadhyay, Krishanu Maulik

Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochast…