3 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.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.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…