2 citations · 2 across the 4 of their papers we have counts for
14 papers
High-dimensional Portfolio Optimization using Joint Shrinkage
Anik Burman, Sayantan Banerjee
We consider the problem of optimizing a portfolio of financial assets, where the number of assets can be much larger than the number of observations. The optimal portfolio weights…
ReCo1: A Fault resilient technique of Correlation Sensitive Stochastic Designs
Shyamali Mitra, Sayantan Banerjee, Mrinal Kanti Naskar
In stochastic circuits, major sources of error are correlation errors, soft errors and random fluctuation errors that affect the accuracy and reliability of the circuit. The soft e…
Horseshoe shrinkage methods for Bayesian fusion estimation
Sayantan Banerjee
We consider the problem of estimation and structure learning of high dimensional signals via a normal sequence model, where the underlying parameter vector is piecewise constant, o…
PageRank Asymptotics on Directed Preferential Attachment Networks
Sayan Banerjee, Mariana Olvera-Cravioto
We characterize the tail behavior of the distribution of the PageRank of a uniformly chosen vertex in a directed preferential attachment graph and show that it decays as a power la…
Graph signal denoising using -shrinkage priors
Sayantan Banerjee, Weining Shen
We study the graph signal denoising problem by estimating a piecewise constant signal over an undirected graph. We propose a new Bayesian approach that first converts a general gra…
Ergodicity and steady state analysis for Interference Queueing Networks
Sayan Banerjee, Abishek Sankararaman
We analyze an interacting queueing network on that was introduced in Sankararaman-Baccelli-Foss (2019) as a model for wireless networks. We show that the marginals o…