63 citations · 113 across the 31 of their papers we have counts for
41 papers
PageRank Nibble on the sparse directed stochastic block model
Sayan Banerjee, Prabhanka Deka, Mariana Olvera-Cravioto
We present new results on community recovery based on the PageRank Nibble algorithm on a sparse directed stochastic block model (dSBM). Our results are based on a characterization…
Load Balancing in Parallel Queues and Rank-based Diffusions
Sayan Banerjee, Amarjit Budhiraja, Benjamin Estevez
Consider a system with parallel queues in which the server for each queue processes jobs at rate and the total arrival rate to the system is where $\…
Local weak limits for collapsed branching processes with random out-degrees
Sayan Banerjee, Prabhanka Deka, Mariana Olvera-Cravioto
We obtain local weak limits in probability for Collapsed Branching Processes (CBP), which are directed random networks obtained by collapsing random-sized families of individuals i…
Long Time Behavior of Finite and Infinite Dimensional Reflected Brownian Motions
Sayan Banerjee, Amarjit Budhiraja
This article presents a review of some old and new results on the long time behavior of reflected diffusions. First, we present a summary of prior results on construction, ergodici…
Extremal Invariant Distributions of Infinite Brownian Particle Systems with Rank Dependent Drifts
Sayan Banerjee, Amarjit Budhiraja
\noindent Consider an infinite collection of particles on the real line moving according to independent Brownian motions and such that the -th particle from the left gets the dr…
Co-evolving dynamic networks
Sayan Banerjee, Shankar Bhamidi, Xiangying Huang
We propose a general class of co-evolving tree network models driven by local exploration where new vertices attach to the current network via randomly sampling a vertex and then e…
The Inert Drift Atlas Model
Sayan Banerjee, Amarjit Budhiraja, Benjamin Estevez
Consider a massive (inert) particle impinged from above by N Brownian particles that are instantaneously reflected upon collision with the inert particle. The velocity of the inert…
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…
Many-server asymptotics for Join-the-Shortest Queue in the Super-Halfin-Whitt Scaling Window
Zhisheng Zhao, Sayan Banerjee, Debankur Mukherjee
The Join-the-Shortest Queue (JSQ) policy is a classical benchmark for the performance of many-server queueing systems due to its strong optimality properties. While the exact analy…
Degree centrality and root finding in growing random networks
Sayan Banerjee, Xiangying Huang
We consider growing random networks where, at each time, a new vertex attaches itself to a collection of existing vertices via a fixed number …
Precision Matrix Estimation under the Horseshoe-like Prior-Penalty Dual
Ksheera Sagar, Sayantan Banerjee, Jyotishka Datta +1
Precision matrix estimation in a multivariate Gaussian model is fundamental to network estimation. Although there exist both Bayesian and frequentist approaches to this, it is diff…
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…
Domains of attraction of invariant distributions of the infinite Atlas model
Sayan Banerjee, Amarjit Budhiraja
The infinite Atlas model describes a countable system of competing Brownian particles where the lowest particle gets a unit upward drift and the rest evolve as standard Brownian mo…
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…
Bayesian inference in high-dimensional models
Sayantan Banerjee, Ismaël Castillo, Subhashis Ghosal
Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In re…
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…
Dimension-free local convergence and perturbations for reflected Brownian motions
Sayan Banerjee, Brendan Brown
We describe and analyze a class of positive recurrent reflected Brownian motions (RBMs) in for which local statistics converge to equilibrium at a rate independent…
Root finding algorithms and persistence of Jordan centrality in growing random trees
Sayan Banerjee, Shankar Bhamidi
We consider models of growing random trees with model dynamics driven by an attachment function . At each stage a new…
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…
Persistence of hubs in growing random networks
Sayan Banerjee, Shankar Bhamidi
We consider models of evolving networks modulated by two parameters: an attachment function and a (possibly random) atta…
Heavy Traffic Scaling Limits for shortest remaining processing time queues with heavy tailed processing time distributions
Sayan Banerjee, Amarjit Budhiraja, Amber L. Puha
We study a single server queue operating under the shortest remaining processing time (SRPT) scheduling policy; that is, the server preemptively serves the job with the shortest re…
Rates of convergence to equilibrium for Potlatch and Smoothing processes
Sayan Banerjee, Krzysztof Burdzy
We analyze the local and global smoothing rates of the smoothing process and obtain convergence rates to stationarity for the dual process known as the potlatch process. For genera…
Change-point Analysis in Financial Networks
Sayantan Banerjee, Kousik Guhathakurta
A major impact of globalization has been the information flow across the financial markets rendering them vulnerable to financial contagion. Research has focused on network analysi…