6 citations · 18 across the 9 of their papers we have counts for
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3 papers · 1 filter
math.OC2016★ 4 cited
Clustering sequence data with mixture Markov chains with covariates using multiple simplex constrained optimization routine (MSiCOR)
Priyam Das, Deborshee Sen, Debsurya De +5
Mixture Markov Model (MMM) is a widely used tool to cluster sequences of events coming from a finite state-space. However the MMM likelihood being multi-modal, the challenge remain…
stat.CO2016
Some Contributions to Sequential Monte Carlo Methods for Option Pricing
Deborshee Sen, Ajay Jasra, Yan Zhou
Pricing options is an important problem in financial engineering. In many scenarios of practical interest, financial option prices associated to an underlying asset reduces to comp…
stat.CO2016★ 4 cited
On Coupling Particle Filter Trajectories
Deborshee Sen, Alexandre Thiery, Ajay Jasra
Particle filters are a powerful and flexible tool for performing inference on state-space models. They involve a collection of samples evolving over time through a combination of s…